Do you want to stay near the beach or off the beach?
If you stay in a place a bit more remote, you will have your fill of wildlife and birds (I suggest Star Mountain in Mal Pais). If you stay in Montezuma, you will see some wildlife, (animal, bird and human). It will not be peaceful.
With Montezuma, you will have to find accommodation out of the main core of town, either toward Cabuya and Cabo Blanco Reserve, or up the hill (and all of the roads out of town are really up steep hills).
You can look here for accommodations and maps: www.nicoyapeninsula.com
Montezuma is more compact. Mal Pais/Santa Teresa offers more diversity in restaurants and accommodation.
Whatever you are looking for, each destination can provide. You just have to do your research and decide. I can tell you where I would choose, but it may not be to your liking.