I live in Costa Rica 5 months a year and I'm a national.
Apart from what SJOGuy mentioned, I think the big thing is if you're ready to leave all of the commodities of living the in the US when you come here. It's not an easy to country to live in, it's expensive, I would classify it now as unsafe (against popular thoughts), and it's not as easy to obtain things in the US.
I also reside in the UK during summer and I miss how easy everything is, how diplomatic everything is and how smartly everything is set out to be. I just don't see that down here.
The pro's: Everyone is extremely nice, is warm and receptive and you do have a very happy life if you're retiring in one of the beach communities or rural areas. If you're looking for year round sun and endless things to do then I would consider it. But you kinda already have that in Vegas.
I love this country, I love the people. I just don't like living in it.