I spent the week between Christmas and New Year 2003 in Costa Rica and I found it quite interesing. If you want to have some adventure, see an awesome nature and eat some real food -- Costa Rica is the place to go. I'll recommend the following places I've been to:

• San Jose - shopping, museums, nightlife, airport ;-
• Carara reserve (on the mouth of tarcoles river) - crocodiles, waterfalls, gardens.
• Manuel Antonio - nice beach, a lot of wild animals in the national park.
• Los Angeles - cloud forest - very nice (and wet) nature, natural food in villa blanka.
• La Fortuna - the Arenal volcano (very active), hot springs, horseback riding, canopy tour.

Of course the best idea is to find some local guide to give you more directions. We used Sylvia & Jorge from Discovery Costa Rica  and they did pretty good job.

If you plan to go there, here is some additional info:

• Language - majority of the population don't speak English, so warm up your Spanish.
• Transportation - there are many roads that are unpaved or are in terrible condition. Driving 4x4 SUV helps, but you have to be careful on the turns. The road signs are often missing or are incorrect, so you have to ask for assistance the friendly costaricans. Keep in mind that most of the bridges are with one lane for both directions, so you have to wait if there is a car comming from the other end. 
• Nature - the nature is awesome. There are millions of species, many different type of flowers, trees, insects. You have veriety of national parks to choose from, and everywhere the real nature is preserved.
• Food - if you know what to eat -- it's excellent. All the ingredients are natural and fresh.
• Prices - comparable to US. Only the fruits and veggies are cheaper. There is 13% sales tax and 10% service tax (tip).
• Communications - the payphones are available everywhere (and seems widely used by locals), and the GSM 1800 network is covering the majority of the country.
• Internet - you can find internet clubs in most cities, but the speed is 56K dialup.
• Risks - car theft and pick pocketing are the major risks. Don't drive with open windows in the traffic -- someone from the next car can take your camera. Lock the car even on the gas station. The person who is filling the tank with one hand can check your luggage with the other.

Check the CIA report: http://www.odci.gov/cia/publications/factbook/geos/cs.html