Loltun is a fantastic, huge, natural cavern, showing signs of human occupation dating back to the Mayan and pre-Mayan era. It's roughly an hours drive from Uxmal, maybe a little less, over sometimes pretty bad roads, but easily worth the trip.
The best Mayan artifact here is the relief carved right at the entrance, although there are a few other bits inside the cave. If you've come strictly for the Mayan artifacts, you'll be disappointed in that respect. But the natural beauty of the cave is its real attraction. I've been in several US caves, but this one still awed me. The formations here seemed different than what I've seen in the US, probably because of the different limestone geology of the Yucatan, I guess. The huge girth of some of the stalactite/stalagmite formations was reallly different, and there's a part called the "grand canyon" which is also great to see. All this coupled with the bits of evidence of ancient occupants really made for an enjoyable visit.
Some details: we visited on a Sunday, just after New Years. Most of the archeological sites of the area are free on Sunday, but the caves did have a small fee ($2/adult) remaining on Sunday, because, since it is a cave, a guide and the electricity to light your path are required. Tours depart at several set times and are generally in Spanish.
There was only one other English-speaking couple besides our family of four on the tour we were on (but a big group (50+?) of Mexican families were there at the same time). Anyway, as the tour began with the Spanish-speaking guide, another man told us to wait behind and he would act as our English-speaking guide if we wanted. He explained he only worked for tips and said we could decide what to pay him at the end. As a guide, he was just OK. His english wasn't the best, and he certainly didn't say as much as the main spanish guide, but it sure beat trying to translate from the spanish guide, and he pointed out the highlights.
We didn't really know what to expect from Loltun, but we were definitely glad we made the side trip to see it. One of the highlights of our trip! Get good directions before setting out and find out the tour times so you don't have to kill an hour in the parking lot waiting on the next tour (we timed it perfectly, as much from luck as from planning).