Happily, I've never had any problems using ATMs in C.R., other than the occasional malfunctioning machine. In these rare cases, I've always gotten my card back from the machine and was never charged any fees.
Hint: Check to see which international systems your card can access, typically Cirrus or Plus. Look for the system logo on the machine you want to use.
Another hint: Remember to notify your bank and any banks which issued your credit cards before traveling to C.R. This can save you from a world of headaches.
Dollars vs. colones: If you pay in dollars anywhere besides the del Rey/KL/SL girls and ZB, you'll almost always get any change you have coming back in colones, and usually not at a great exchange rate. For this reason, aside from paying for hookers in the these places, I always use colones. You'll get a lower session price at Zona Blue if you pay in good old U.S. currency.
Another hint: In a real pinch, you can get cash advances on your VISA card. To do this however, be sure to use a public bank such as Banco de Costa Rica. Private banks such as Scotia charge much higher fees on top of the fee your C.C. bank will add onto the transaction. To get cash with your VISA, you'll need both the credit card *and* your original passport (not a copy).
The Colonial casino gives a very good exchange rate, and their ATMs have never caused me a problem.

The SL also gives a good exchange rate, but like many hotels they may only be able to exchange a limited amount.
Hope this helps.