If you are after a more "authentic" souvenir, you'll want to head outside of San Jose to the smaller markets and provincial shops that can be found in Costa Rica's smaller cities. However, if this is not an option, there are still plenty of shopping options within San Jose. If you're looking for traditional craft items, head to the street markets downtown. Mercado Central, which is found between Central and 1 avenidas and calles 6 and 8, is an open market where you can find food, souvenirs, and other items. On calle Central, you will find La Casona, which offers a number of souvenir and handicrafts for sale.

Much of the items you will find are not necessarily Costa Rican in nature - as there is not really one handicraft that is common to Costa Rica. Most textiles that you will find have been imported from Guatemala or Ecuador. Items that are more typically Costa Rican include hand-painted ceramics (particularly brightly painted animal figurines such as chickens), objects such as bowls or trays hand-hewn from wood, hand-painted miniature ox-carts, and for those with a caffeine addiction, coffee. (Note, your best bet is to purchase whole-bean coffee, rather than coffee grounds.)

If for some reason you are desperate to visit a mall, there are several within San Jose and the surrounding area. Mall San Pedro is located ten minutes from downtown San Jose, to the west of the city is Plaza Rohrmoser, an upscale shopping destination, and Terramall, is the place to shop til you drop in the eastern 'burbs.  

For genuine Cuban cigars, you can find a huge selection at The Havana Humidor Room, downtown San Jose, 2 blocks north and 1 block west of the Holiday Inn.