The main spot for hot springs in Costa Rica is at the base of the Arenal volcano. There are several hot springs, as well as resorts and hotels with hot springs on site. Most are accessible with day passes as well. Some of the best include:
Tabacon – http://tabacon.com
Baldi – http://www.baldihotsprings.cr
The Springs – http://www.thespringscostarica.com
You can also find hot springs around the Rincon de la Vieja volcano in the Guanacaste province, though they are located within a national park and are not as convenient as those in Arenal.