Most people go out on Fridays and Saturdays, but there are exceptions when the club or bar hosts a discount night, or especially popular, a ladies night. For example, Monday nights in San Jose, Cuartel de la Boca del Monte is a hot spot.
Ladies nights are always guaranteed to be popular because ladies get in for free and are treated to free drinks.
They prefer that the woman takes the initiative when asking a guy out or asking him to dance, however this most certainly does not stop them from doing the asking.
Costa Rican men like to talk and gesture wildly with their hands and they are not afraid to stare a woman down.
Events in Costa Rica can be found online here and here.