I can't speak for Jaco, but there are a number of things to do in San Jose. There are a large number of museums, the national theater, shopping, and just walking around and exploring the city. There's a theme park (not exactly 6 flags, but it's fun) near Pavas in La Uruca called Parque Nacional de Diversiones, and there's also a Zoo over by Avenida 11 and Calle 7 (not too far from the HDR actually) called Parque Zoologico Simon BolÃvar.
You might also consider going to one of the several volcanos that surround the city, and there are a number of "day trips" you can make, such as whitewater rafting, Tortuga Island, etc... but those will require some travel.
Oh, and you should try to make it out to the Hotsprings in Arenal, they're amazing.
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