This subject has been discussed at length. Here's why private security won't happen.
1. Businesses can have security guards on their premises, but local laws prohibit private security guards from doing anything off the property of their employer.
2. the municipality doesn't have enough $$$ to hire extra cops. Right now, two police officers patrol an eight square block area.
3. Private attempts to pay the city for extra cops would be viewd as graft, which it would be.
Don't expect any of these hotels, bars, casinos or cigar vendors to put up cash for security. it's not just the cash, it's the law.
My suggestions:
Travel with a wingman. Or six. Take cabs when you can. A $4.00 ripoff cab ride is cheaper than the $600.00 lost by our fellow member at machete-point. By the way, for those of you who don't have VIP access, the muggers actually attempted to slice him.
It is illegal to carry most weapons in San Jose without a permit, just like in the U.S.A. Pepper spray may be the exception. I don't know who to ask about this.
A friend of mine, a tico living in Rohrmisor (spelling?) is licensed to carry concealed. The gun permit required classes and a pretty hefty fee by C.R. standards. Permits to carry guns are not available to tourists. The same tico told me that while many carry knives, there is a blade length limit and automatic (switchblade) knives are legal to sell but illegal to carry. Any local residents (VB, ID, Mente', LV Steve) please comment on the legalities, if you have accurate information.
In the macho culture of C. and S. America, the strongest defense could very well be a good offense. Disemboweling a mugger in front of witnesses could send a very strong message: "Soy gringo. Don't tread on me." (The preceding paragraph was meant to be sarcastic and is not intended to be a recommendation. YMMV. As always, give the nice mugger all your money, try not to pisss yourself and thank your lucky stars and/or Circus if you survive the encounter).