In March the Blue Star Ferry will leave Rhodes on M,W,F at 5pm, arriving at Santorini at 40 minutes past midnight. Not the best arrival time but you can have your hotel arrange a transfer from the ferry port for you. I'm not sure what they'll charge after midnight. I know in Athens it's double. If that's the case a taxi should be no more than 50 euro to the furthest point from the ferry port, which would be the most beautiful village of Oia. Some hotels have special arrangements with drivers so you might get it cheaper.
Here's a list of hotels on Santorini that stay open in the off-season:
http://www.santonet.gr/hotels/allyear.htm
There will be a daily ferry from Santorini back to Athens, and both Olympic Air and Aegean Airlines can fly you there as well. Both have websites for e-ticketing but lately people have been reporting problems with Olympic's website.
http://www.olympicair.com/Home.aspx?a_id=549
http://en.aegeanair.com/Default.aspx