Bahía Santa Elena, Costa Rica, is possibly the best anchorage we've visited since leaving Canada. It is a large bay, with room for a hundred boats, protected from all directions. It is completely flat, even when the wind gusts, bordered by lush green hills filled with squawking parrots and other birds.
The only problems with Santa Elena are the strange wind gusts which shoot through gaps in the hills without warning, and the fact that it is more than 30 miles north of the most northern port of entry in Costa Rica. You either need to double back or spend your time there as an illegal immigrant.
Regardless, Santa Elena is worth the effort. We stayed over a week, enjoying snorkeling at the rocks near the entrance, dinghy trips up the mangrove swamps and marveling at the wildlife - tropical birds, jumping fish and sea turtles all about here.