I don't know how the economy treats the trans community, but I have heard that Costa Rica is a very poor country. As such you may be traveling abroad frequently for any treatments you need. I myself have been all around the Caribbean, and have considered moving there many times. It's a beautiful area, and with many of the islands being rather small, it wouldn't be hard to become a member of society, as long as you're not some kind of racist.
Also it would beat the ice and snow hands down, here.