In part, Jaco is such an attractive vacation destination in Costa Rica because it is, along with Quepos/Manuel Antonio in the south and (arguably) Tamarindo on the Nicoya Peninsula, the main hub for activities on the Pacific coast. Not only is Jaco easy to get to from virtually anywhere in Costa Rica, but it has loads of activities. ATV tours, zip lining, surfing, crocodile tours (a few minutes north in Tarcoles) and gorgeous national parks (Carara and Manuel Antonio) are all at the traveler's fingertips. There are great restaurants for those searching for authentic Costa Rican dining (I like Isaga) as well as those looking for fine dining (Grafiti's has an amazing coffee seared steak and the coconut encrusted mahi-mahi in the Green Room is fantastic as well). The nightlife too, with bars, clubs, and typical Central American dance bars, is more lively than anywhere else in the country apart from certain parts of San Jose.
Jaco, though, is more than what it has to sell. Pinned between the vibrantly green mountains and the ocean, the town is inexplicably picturesque (although, to be honest, you might have to squint when you come across any of the unfinished buildings that jut into the skyline, the skeletal victims of the 2008 financial crisis).
This natural beauty makes the town ripe for exploring. Occasionally, the abandoned buildings even add to the town's charm. The mountain at the south end of the beach holds a beautiful old building called either “el mirador” or “the lookout.” It's still unfinished, but it looks out over the town and, during the dry season, offers a spectacular view of the sunset. The structure itself is beautiful. It has no roof and as you come to the entrance it seems like a white tiled patio transfered from the Great Gatsby's backyard into the middle of a jungle. The place is full of mirrored staircases and these anochronistic doric greek pillars. With massive trees hanging with vines shooting up all around, it is slightly surreal, but it is neither gaudy nor altogether out of place.
The dirt road across from the gas station on the south side of Jaco will lead you to 'the lookout' if you take every possible (just 2, both immediately before arriving) left turns. The second left will be a small path off the dirt road. The road itself winds through the forest and offers a few fantastic views of Jaco, too. If you've got a 4X4 or a lot of energy, exploring the road further might be valuable experience.
Another intense adventure to look into is the walk along the coves and caves on the north side of the beach, between Jaco and Herradura. Be forewarned, this is an intense walk, and you must be physically fit to complete it (you climb all sorts of prepositions: up, down, around, under, over and through). You'll have to kick off the havaianas for some shoes (ones that you don't mind getting wet) and you'll want to bring plenty of water, but the walk is spectacular. Be sure to plan to go slightly before low tide, because you will be crossing some areas that are flooded during high tide. The walk takes around 2-3 hours, depending on how quickly you walk and how many photos you take, so plan accordingly. If this sounds too intense, remeber, there are rewards: the sand is both whiter and finer on the few small beaches along the walk, there are a number of caves the curious can search around, and like always, the views are breathtaking.
If you make it all the way to Herradura, there are restaurants and bars that where you can celebrate your successful trip and you can find a bus that shoots you back to Jaco every hour.
Whatever you are looking for and whatever you want to do, keep in mind that Jaco is a fantastic place to do it.