Taxis leave Huacachina at all hours of the day and night. If you plan on leaving the area in order to go to Lima, ask the driver to take you to the bus station for Soyuz cheap but mediocre, ask for the "boleto economico" and they will often give you a discount just for asking or Cruz del Sur expensive but nice. If you are going to Arequipa, options are Cruz del Sur and Cial the budget option.