If you want to stay on the water (literally), there is a wooden sailboat moored in Friday Harbor that is a B&B. We have put visitors up there in the past. Not fancy, but kind of unique. I don't have the name, but an internet search should reveal something.
Also this time of the year I would suggest making an offer for a room rate. The island is slow right now and alot of places will entertain a reasonable offer to fill a room. A number of years ago we stayed at the Friday Harbor House ($300 + per night regular) and they charged us $75. Worth a try.
There are nice places in Roche Harbor (McMillan Suite) and the Hotel DeHaro (old but charming).
Tons of B&B's, but a lot of them may be closed for the winter. A number of the owners head south for the slow season.