The wife and I are just recently back from diving in Costa Rica with Rich Coast Diving (
http://www.richcoastdiving.com/richcoastdiving.htm). We had a chance to observe their OW class and I can say that the teacher (Amy) and students were very good. The classroom sessions were conducted in the store, pool sessions were at a nearby hotel, La Puerta del Sol (
http://www.lapuertadelsol.com/), and all checkout dives were boat dives. If we had more time, we would have done our AOW with them.
Other choices in Costa Rica include the Ocotal Resort (
http://www.ocotaldiving.com/) and Costa Rica Adventure Divers (
http://www.costaricadiving.com/). Unfortunately, I have not had the chance to check them out (maybe next trip

).
Training in Costa Rica offers all the advantages of any warm water training -- particularly the need for only a 3mm shortie. However, you need to remember that a "full service dive shop" there probably has a lot less available than your neighborhood LDS in the states. For example, Rich Coast has 15 rental BCDs which are assigned on a first come, first served basis. When my XL BCD developed a leak, the DMs had to swap gear just to get me a Medium.
If you have any questions, feel free to PM me or ask here.
-- Brett