I've had experience with Payoneer and my issue with them is that you only have a credit card to use and withdrawl your guests payment and the ATM's in Colombia all have daily limits.
If you don't mind the wait it would be best, in my opion, to use a wire transfer directly to your bank in Colombia. This way there is record of the transfer and you're funds are at your local branch. It take a little more time to monitize the transfer with banks, as you will need to fill out a form and have a supporting document (the airbnb.com transfer recipt) but that's all you would need.
Paypal, the funds will be with paypal until you decide to spend or transfer to your bank... you would then pay a fee to paypal and also the bank wire fee. This option you're paying twice.
Western Union, i've not transfered funds but I've seen their rates to be rather expensive and the changing the USD to COP i don't think they will give you the international bank rate.
Overall, i'm for sending it directly to my local bank via wire transfer but if anyone has had good experience and results please share them with us all.
Thank you,
Blake