Costa Rica (San Jose) is not as bad as everyone here is making it out to be. It is a big city with alot of the same issues you would find in the US. Yes, there is crime, but violent crime is almost unheard of. You just have to have some street smarts, as you would in New York, Los Angeles, Chicago or any other large city. There is a reason why more expats live in Costa Rica than any other country in the world. It is very peaceful, beautiful and very American friendly.
As for places to live where you can dive, a couple of the hotter areas right now are Jaco and Flamingo, but they are on the Pacific side where the water is darker and more for surfing. Not a diver myself, but I would personally prefer the Caribbean side for that activity. However, the Caribbean side is more of the boonies in Costa Rica. Tamarindo is also pretty well built up, again on the Pacific side.