If you don't want to bring anyone back to the room then the pensiones are definitely your best bet. You can save probably 50%, maybe more over the cost of a bar girl for an hour. Be advised that currently in a few of the more popular pensiones, unless you are a known regular, you are going to have an upcharge for just about anything over and above routine sex.
DFK, DATY, FIV, backdoor may all be an additional charge (or maybe not). Be sure to come to an agreement as to total price and expectations before you go back to the room or you might find you are paying a lot more than you bargained for. Clarifying price, time and expectations also is a needed practice for bar girls but I find it easier to negotiate with them, especially concerning time.
Personally I prefer the comfort (relative in San Jose hotels) of a my own bed. Also as an older guy I am not crazy about the time constraints that you find in most pensiones. And I DO pay them for sex