Nicoya Peninsula (Costa Rica)
Credit: John Coletti / Getty Images

Hiking is the most adventurous way to explore the Nicoya Peninsula – although driving its sketchy roads is wild enough for some. Either way, carry a good map, such as the National Geographic Costa Rica Adventure Map ($12). You can rent a surfboard in Tamarindo for about $100 per week. December to February is high season, but it's relatively dry from late November to April; be aware that surfing is banned in some spots during turtle-nesting season, July through November. Beach camping is legal in most places, but if you want more comfort, here are some suggestions: Witch's Rock Surf Camp in Tamarindo has first-rate instruction and a hopping open-air bar (from $900 a week). Los Monos Locos on Playa Coco is mostly a campsite but has clean toilets and showers. Hotel Luna Azul, a boutique hotel above Playa Ostional, has seven bungalows and a Jacuzzi with ocean views (from $110). The 12-room Gilded Iguana is within walking distance of Playa Guiones and has two open-air bars (from $50).