There is a ton of yoga in CR, often pretty high end and expensive but let's start with Nosara.
I visited the Yoga Institute in Nosara, they have a beautifully landscape piece of land, with yoga pavilions immersed in Nature and some with beautiful views. They offer classes and YTT.
2015 Update! Also The Harmony Hotel in Nosara offers a full schedule of classes including aerial Yoga! $15/ class. Beautiful, clean, immersed in Nature and with a great juice bar next door: not to miss!