Chameleon City Backpackers
I have to agree with nastynik about chameleon-stayed for about a week although this was a couple of years ago. Smart and clean rooms but you have the option of using a tent if need be. It has an outdoor breakfast bar and there is also a swimming pool if you want to take a dip. Alternatively they also have a room with bunk beds if you're on a tight budget and don't mind sharing with others. You are also located close to the shopping centre and this is about a 5 or 10 minute walk (just take care at night). Windhoek is a small but modern city-very different to other parts of Africa.
Good luck!
Rico