I'm not a frequent cigar smoker, but when in Costa Rica, I enjoy a good smoke every day.
The little cigar shop just north of the Presidente does sell the genuine article. If you ask them, they will produce an official Cuban government issued certificate of authenticity (this is available only if you buy a full box, however).
As far as both price and importing cigars to the U.S., I really love the Don Begnigno cigars. They're beautifully made, smoke well, are much less expensive than the Cubanos and are always very fresh. another local brand is Jibaro, a fine and inexpensive smoke.
I made the mistake of buying a cigar on the street. Dry, lousy, rotten, awful, disgusting... even drunk as I was, it was horrible.

Each time thereafter that I heard "Cigar, buddy?" I'd make the Sign of the Cross and make a face like I was ready to puke. They left me alone after awhile...
As far as "importing" Cuban cigars is concerned: Since the price in C.R. is triple what you'd pay elsewhere, and since we now live under Zee New Verld Order, better not do it. Smoke 'em in C.R., take Eddie's recommendations at ZB (the man knows his cigars), enjoy... and like the ticas, leave the experience behind to enjoy again upon your return.