Try the Ruysuk mansion
http://www.udonmap.com/ruysuk/
Have stayed here before. Cheap Clean, quiet and maybe a 10 min walk away from the shopping centre and the night and day complex. Thing I was paying around 300 baht a night here earlier on this year.
The Charoen hotel is decent too, I think thats about 1400 baht a night a bit more central than ruysuk.
Have fun! I love Udon.
Plec