A recommended side trip from Huacachina or on route to Lima is to visit Islas Ballestas. They are a group of islands near the town of Paracas which is only an hour away Huacachina. The islands are home to a large variety of birds species and sea lions and you can do a day tour from hotels in Huacachina for about $30 for a halfday.
I did the tour to Islas Ballestas the next morning after sandboarding in Huacachina and then continued on to Lima.