Activities in Costa Rica

CR isn't typically known for Golf, and tennis.  I only wish that there were tennis courts more commonly available here.  Mostly, golf and tennis are only 'found' in the nicer suburbs and neighborhoods of San Jose... or 'in' the resorts along the Pacific.  Those really are your choices.  This aint Florida. 

There are gyms in most towns and cities... and more and more of them all the time.  Latin Americans are prone to wearing very tight clothing... so the 'gym' has become a necessity to keep things 'fitting' just right.  Bicycling is probably the most common sport outside of Soccer; 2nd would be running; then swimming.  Surfing exists... but is geographically limited.   

Good luck.