abreeujk put it perfectly right. The border is OK, just keep your eyes on your stuff at all times and bring some patience. (When leaving Venezuela you need to pay a exit tax, on entering you may have to present a Visa since you are not flying in). Be prepared for different standards in Venezuela than what you found in Colombia. In Colombia a military checkpoint will usually apologize for the inconvenience caused and be very polite. Not in Venezuela, they may have you strip for them and you may even have to pay for that haha. Just try to be very polite, especially when they are not. You don't want to mess around with the guardia.
I prefer taking the Porpuestos (big old US taxis that take 5 pax and you pay per seat). They go between Maicao (bus station), cross the border and go to Maracaibo (bus station). The drivers usually know the guardias and pay them off, which leads to much faster travel than the bus. The international buses cost about double and it takes for ever to get 40 people, with some not having there papers in order, across the border. And then you get stopped and again and again. Much easier, more comfortable, economic and faster with the porpuestos.
So it's Porpuesto from Maracaibo to Maicao (don't even think about leaving the busstation here unless you are looking for contraband goods). There are plenty of buses going from Maicao to Rio Hacha, Santa Marta, Cartagena. When traveling to Venezuela change your Pesos to Bolivares at Maicao bus terminal. Remember that using an ATM in Venezuela pays about half as much as the parallel market, so bring enough Pesos to change for Bolos in Maicao if you don't have cash Dollars or Euros. Once you have to start hitting ATMs in Venezuela everything becomes very expensive, think London or NYC prices. And if you plan to travel to Angel Falls etc. you will need a lot of Bolos. If possible I would start in Venezuela and then go to Colombia. Otherwise you may wish you had just stayed in Colombia.
