The National Park of Tayrona is about 1,5 hours far from Santa Marta and was a delightful experience to me as of its spectacular and sometimes rough beach landscapes.
Everything is a little more expensive, since the natural reserve is a well preserved area. If you are tight on budget get some food at the shops scattered around the highway right around the park entrance.
There are nature and wildlife walks, horse tours, treks, and of course sports in the water like snorkeling and boat rides. Independent local guides are available and will pick you up from whereever you stay. They work in groups and each of them is specialised in what he is offering. Ask me if you like to get in contact with them, since I know some of them personally.
At the principal entrance there are small buses that take you to the starting point of all routes through the NP. From here you can walk or take a horse which is a little faster and more relaxed.
Make sure you enter and leave the park before 4pm.