My personal favorite to recommend is the first property on this list -- the Emerson Inn by the Sea in Rockport.
There are several reasons for this recommendation, but the foremost one is this -- you can take the train (the MBTA Commuter Rail -- Rockport/Newburyport Line) in to Salem. Why is this good? Because the traffic on the weekends coming in to and going out of Salem can be rediculously bad. With the train, you will get here in record time, and not sit stewing in traffic. And the train comes right in to the heart of downtown Salem. Last but not least, you won't have to pay for parking (at October rates) once you do manage to get here.
So, here is the list:
Please note that even outside the City of Salem rooms do go fast at this time of the year, so be sure to call and reserve as soon as you are able to do so.