I just moved to Cabo San Lucas, Mexico - from Victoria, BC back in December. I moved here w/ my gf whos Canadian as well, but she's never lived outside of Canada. She loves it here, and so do I. I've also lived in Costa Rica, and Panama, so if you wanna chat privately hit me up on skype: kappa_83 and I can probably answer a lot of your questions.
The one thing I will say, is Costa Rica is expensive as shit if you dont want to live like a peasant, and if you're going to live in say, San Jose, you're about a 45 minute to 1 hour drive to the beach.. and not a nice beach. Rents are a lot more than what I pay here in Mexico, and we also have Costco, Walmart, Sams Club, all that shit.. and its all about a 2 minute drive from my house. And when I say 2 minutes, I dont mean 20.. I mean 2 minutes. There are tons of beautiful beaches only minutes away as well.. the closest is just down the road, about a 3 minute drive.
As far as Mexico goes -- I am very happy here. Cabo is a great place, not too big, and there a lot of foreigners here who all look out for each other. All the bullshit you hear about happening is in the border towns or some other spots in Mexico, but not here. It's very well protected and is basically the Mexican governments cash cow.
Groceries here in Cabo are about 30% the cost of prices back home. And you get the same shit. Same brand, everything. It's just cheaper. I'm really happy I came here, and do not plan on leaving for a while. The internet is great as well, and costs about $30 USD/month. I pay $800/month for my 2 bedroom, 2.5 bathroom fully furnished condo. It includes the HOA fees, and also has a shared pool, and a full time gardener, etc. And the community I live in is gated. Bills like internet, satellite and water/electricity are maybe $100/month at the most.