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 (http://www.santamarta-hot...) 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.