Apartments and holiday homes
If you stay for a week or longer, an apartment might be a good alternative to a hotel room. The supermarket in Wengen allows you to get your groceries and cook your own meals. Apart from that, there are plenty of restaurants in Wengen, although some of them might be closed in low season.
The landlord or rental company will provide a free Guest Card upon arrival. The card provides various discounts on local attractions. Note that if you own a rail pass, you will get a better discount on many attractions.
Interhome offers thousands of holiday homes and apartments across Switzerland. They offer discounts on both early and last minute bookings. That makes the Interhome website a good place to start your search:
https://www.interhome.com/switzerland/: all holiday homes
https://www.interhome.com/switzerland/early-booking-discount/: find the discounts for early bookings
https://www.interhome.com/switzerland/last-minute/: find the last minute offers