I find Bornholm really expensive since I think that it should be discovered by car.
There is not many hostels but there are some!
The ferry cost a lot and can only be cheaper if you decide to fly or take the ferry without a car.
Food and local stuff are more expensive here than in other parts of Denmark.
But it is everything worth it!
The main foreign tourists on Bornholm are without doubt Germans, followed by other Scandinavians and Poles. Don't get me wrong, I have German family, but in fact, I have never seen as many German tourists anywhere outside Germany considering the size of Bornholm. This means that many sights only have very basic information in English, if any, whilst there are plenty of information signs in German (Scandinavians understanding most Danish anyway). This is an oversight that I hope the Bornholmers remedy soon, as we live in a more international world than they seem to think. But when it comes to SPEAKING English, the locals are as good and friendly about it as anywhere else in Scandinavia. However, their German fluency beats most of the rest of us and they even took me, a Swedish speaker, for German a couple of times when I didn't speak up properly out of biking fatigue in the rain.
The smallest of newsagents on Bornholm has at least the major German newspapers and magazines, regardless of other prints and even the paper racks are Frankfurter Allgemeine...This means that many Germans don't even TRY to say thank you in Danish but take the hospitality for granted which I found a bit sad. I would imagine the locals being fed up with this but then again, they rake in loads of money that sustain them through the very quiet winter.