Go to the Tabacon Hot Springs at the base of the volcano Mt. Arenal (The Link ) near La Fortuna. They are nothing short of spectacular. Hotel Tabacon (The Link ) is just across the road and is very nice. Admission to the hot springs is included in the room rate. If you stay somewhere else, you have to pay something like $40 to get into the springs.
There are also amazing Canopy Tours of the rainforest right nextdoor, as well as outfitters in La Fortuna who will take you on whitewater rafting daytrips.
Also, Manuel Antonio National Park on the Pacific Coast, and Playa Hermosa, where you can enjoy the huge waves and the black beaches of volcanic sand.