I've heard the opposite - internet connectivity is quite suspect in Costa Rica. Where exactly are you and what kind of connectivity package/price do you have?
Right now, I'm in a restaurant on the beach. Internet is pretty good here (and everywhere else I've been -- way better than the average coffee shop / hotel / etc internet in the US). I use StrongVPN and haven't had any problems yet. I Skype and watch Netflix all the time with no issues at all.
It's slow as in you're not going to find a 20 megabit connection all to yourself. Normal speed is probably closer to 1 megabit, but you can easily get a bit better than that these days (I'm on 5).
When I lived there I relied mainly on 3G. You can get a prepaid SIM for ~$6, and you pay around $0.50 per day for unlimited data. It is fairly slow at 1 Mbps up/down, but its enough to make Skype calls and the like.