Orientation -- Entrance to the ruins is through the visitor center where you buy tickets (two per person; hold on to both). It has a restaurant; toilets; a first-aid station; shops selling soft drinks, ice cream, film, batteries, and books; a state-run Casa de Artesanía (crafts house); and a small museum, which isn't very informative. The site is open daily from 8am to 5pm. Admission to the archaeological site is 166 pesos, including the evening sound-and-light show. Bringing in a video camera costs 45 pesos and parking is 10 pesos. If you're staying the night in Uxmal, consider getting to the site late in the day, viewing the sound-and-light show that evening and visiting the ruins the next morning before it gets hot. (Make sure the ticket vendor knows what you intend to do, and keep the ticket.)
Guides at the entrance of Uxmal give tours in several languages, charging $40 for a single person or a group. The guides frown on it, but you can ask other English speakers if they'd like to join you in a tour and split the cost. The 45-minute sound-and-light show begins each evening at 7pm during standard time and 8pm during daylight saving. It's in Spanish, but you can rent headsets for 25 pesos that narrate the program in several languages. It's part Hollywood, part high school, but the lighting of the buildings is worth making the effort to see it. After the show, the chant "Chaaac, Chaaac" will echo in your mind for weeks.