Cabo de la Vela
Cabo de la Vela is a fisherman village in La Guajira.
From Maicao, get a Riohacha bound bus and ask the driver to drop you off at Cuatro Vias (2,000 pesos). Then head north to Uribia on a shared taxi (6,000 pesos). From there catch a 4 wheel drive collectivo to Cabo de la Vela (15,000 pesos) and the driver will drop you where you need in town or at one of his friends hostel. Make sure to get to Uribia by the early afternoon to make the connection. Likewise, transportation back to Uribia universally leaves at 4am from Cabo (but not on Sundays). The main purpose of these vehicles is taking locals to work in Uribia and elsewhere, hence the early times.
From Santa MartaTravel there are tours to la Guajira which include the visit to Cabo de la Vela, the marvellous beach of Pilon de Azucar,the salt complex of Manaure, and sometimes also Punta Gallinas, which is the most northern point of Southamerica. However, these tours are vastly more expensive than doing the trip on your own.
Much of this region is considered out of bounds for tourism, as of 2011, due to the heavy presence of paramilitary groups and guerrillas. La Guajira is considered to be one of Colombia's most violent regions, with very high murder rates.. Cabo, however, is generally safe at present. Just use common sense.
Walk to the Pilon De Azucar and its beautiful gold-sand beach(1 hour) or to the light house (1 hour) to catch the sunset.
Wayuu artesanias, it s hard to escape the sellers.
Seafood is the number one and only option and lots of beach restaurants have fresh langostas and fish on the menu. Best option if you like langosta is to buy it directly from the fishermen when they arrive on the beach. Prices start at 15,000 pesos per kilo and can be bargained down. Ask them to boil them for you and eat theses with lemon. You can also find a fantastic fruit stand on the main street that makes amazing juices and fruit salads.
Numerous and very similar hostels are lined up on the beach where you can sleep in hammocks, dorms or private rooms.
Rancheria Utta is run by a Wayuu family - a truly unique and wonderful place to stay. 
On sundays, collectivos stop early but you can get a ride out of the peninsula when the tours start heading back to Riohacha.