I have been to both Cabo and Costa Rica. Both are very nice but very different places. Costa Rica has a more of a defined middle class as opposed to Mexico that is either "have or have nots". I caught more fish including marlin in Cabo however there is more to do in Costa Rica.
With all of that being said, my choice would be Costa Rica given the other activities that we did but, if fishing is your primary goal (marlin) then Cabo is hard to beat.
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