Not sure about the collectivos in the evening. From what I hear there is a short walk from where the collectivo leaves you off to get into Xel-Ha. We were at Xel-Ha in July. We took a taxi from the IB Tucan (cost $30 US) and it dropped us off at the front door. I purchased our tickets on line for entrance. The problem with this is that you have to commit to going on a certain date. If you plan on swimming with the dolphins you might want to book on line in advance. Their website is
www.xelha.com . You will receive a discount if you reserve on line and you will be able to print out your vouchers to bring with you. We were there from 8:30 in the morning until they closed and still did not have time to enjoy everything. The all inclusive package was great because all meals, snacks and drinks -- with or w/o alc. were included.
I am planning on going to Xcaret this year and we will just take a taxi. They are very convenient and I felt safe with all of our drivers. They do drive fast but they are very nice.
Hope this helps a little.