From Vinales for example a transfer bus leaves daily at 8:00am and returns at 5:00pm - journey time 3hrs cost 15CUC per person. Bear in mind that Maria la Gorda is a long way from anywhere.
This entire peninsula was recently run over by Hurricane Ivan (and subsequently Hurricane Wilma) and it will probably take some time to restore its natural beauty.
The hotel also advertises that it runs hiking excursions, and other entertainment, but travelers report little evidence of any of that.
If you have your own transport it is possible to drive (with a paid guide) to the western end of mainland Cuba. This Wikitraveller was rather disappointed in this trip: it was a long dusty drive with little to see - there's a lighthouse and marina at the end, but we weren't taken round the former and were the only visitors to the latter (they provided sandwiches and beers, not included in the price). You may see some Iguanas from the road, or within the resort. There is a deep swimming hole with an underground connection to the sea (and containing some tropical fish) at the Ecological station, where the road meets the sea on the way in. Other trips (including hikes) are also available from the station. If you're interested in Cuban birdlife there are a few bits and pieces to be seen. Bee Hummingbirds (the smallest bird in the world) are said to be present on the peninsula and at Playa Larga. Royal Terns loaf on the piles near the resort entrance and there are some Yellow-headed Warblers and Black-throated Green Warblers around a dump not far from the resort - follow a track into the scrubby woodland next to a roadside pool on the inland side of the road half a mile or so from the resort entrance. In spring large black, yellow and red land crabs swarm in their hundreds across the roads (especially after rain) and the inevitable casualties attract scavenging flocks of Turkey Vultures. Quite a sight.