|Montezuma on the Nicoya penisula is my newest favorite place and have been exploring that area (the whole peninsula is the focus of my next trip). If you need a tour, check out Chico's Tours (next to Chico's bar). It's right at the main crossroads of town, you can't miss it.
Jaco on the west coast is one of my favorite towns but it's starting to get a little crowed/commercia! So if you get down that way be sure to check it out. I like the Hotel Balcon del Mar, it's on the beach and not too expensive for being right there AND having air conditioning (you can haggle the room rate if you stay a few days), it's not the hilton, but it's nice and has the location. It's right next to the tiny police station on the beach.
Car rentals are generally reasonable, even for a one way trip (but the restrictions have been getting tighter).