Looks like there 1 GSM carrier in Costa Rica working on the 1800mhz band. Fortunately, iPhone is a quad-band phone (850/900/1800/1900) so you have technical compatibility with the network down there.
AT&T may or may not have an international roaming agreement in place with that carrier, though. Although if you check this page on their own website:
You can pull up "Costa Rica" as a country ... so I'd say that's a pretty strong indicator that the customer support rep was wrong (go figure!)
"When fascism comes to America, it will be wrapped in a flag and carrying a cross."