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We've done 5 Royal Caribbean and just did our first Windstar to Costa Rica.
We really enjoyed Windstar. The lack of lines and crowds is REALLY nice. Royal Caribbean is so family oriented and we got tired of kids dive bombing us in the pools, teenagers throwing up in the pools and running into us on the stairs.
I can't say Windstar food is better, I think Royal Caribbean had better food but we don't cruise for the food and certainly didn't starve to death. I did miss having a balcony and not having fresh air in our room but Windstar is a more romantic experience.
Meeting in the Lounge at 6:30 for hors doeuvres and drinks or wine (if you want) and hearing about the next day's port and excursions was really nice.
We've had livelier music on RC but all in all the Costa Rica cruise was one of the best we've done.