Costa Rica is very different from the Dominican Republic. There is a great tourist infrastructure all over the country so you don't have to put yourself in a "gringo ghetto."
San Jose is the capital of Costa Rica and the most populous city, but that's not what Costa Rica is about.
Costa Rica is about nature, wildlife, volcanoes and more than 100 great beaches.
Most people opt for a volcano/mountain location such as the Arenal area and a beach location. Where you go will depend somewhat on which airport you fly into -- SJO or LIR -- they are about 4.5 hours apart.
Maybe do a bit of research here: www.anywherecostarica.com and make up your own mind if it suits you.
If you are just looking for a party, there are cheaper destinations.