8 Best Sights in Lagos, The Algarve

This early-18th-century baroque building is Lagos's most extraordinary structure. Its interior is a riot of gilt extravagance made possible by the import of gold from Brazil. Dozens of cherubs and angels clamber over the walls, among fancifully carved woodwork and azulejos. In an annexe is the Museu Municipal Dr. José Formosinho, with a range of 18th-century artworks and archaeological findings.

The motto at this family-run winery—one of the only Algarvian vineyards to produce organic wines—is "think global, drink local." Guided tours and wine-tasting sessions are available by appointment, with a minimum of two people.

This beautiful beach has calm, turquoise waters that are perfect for snorkeling and cave-studded cliffs that can be visited on boat tours. You can reach Praia de Dona Ana by car or on an enjoyable 30-minute walk along a cliff top. This small beach can get packed, especially when the tide comes in and the sand disappears. Parking is difficult and the steep steps down to the sand can be trying, but it's worth the effort to visit what has been voted one of the most beautiful beaches in the world. Amenities: food and drink; lifeguards. Best for: snorkeling.

It was from the Manueline window of this palace that the young king Dom Sebastião is said to have addressed his troops before setting off on his crusade of 1578. The palace is long gone, though the section of wall with the famous window remains and can be seen in the northwest corner of the Praça do Infante. The crusade was one of Portugal's greatest-ever disasters, with the king and some 8,000 soldiers killed in Morocco at Alcácer-Quibir. (Dom Sebastião is further remembered by a much-maligned, modernistic statue that stands in Praça Gil Eanes.)

This 17th-century fort defended the entrance to the harbor in bygone days. From inside you can look out at sweeping ocean views. For an interesting perspective on the rock formations and grottoes of the area's shoreline, take one of the short boat trips offered by the fishermen near the Ponta da Bandeira.

Curving like a crescent moon the entire distance between Lagos and Alvor, Meia Praia is the largest beach in the area and one of the best centers for water sports. The golden sand extends for 4 km (2½ miles), and the water is calm and clear. You can walk to it from Lagos city center in less than five minutes by crossing the footbridge, but there's also a bus from the riverfront Avenida dos Descobrimentos and a summer-only ferry service a few hundred yards from Forte Ponta da Bandeira. A section is reserved for nudists. Amenities: food and drink; lifeguards; parking (no fee); showers. Best for: nudists; solitude; swimming; walking; windsurfing.

Prince Henry the Navigator brought the first African slaves to Portugal for his personal use in 1441. He later established a slave market in West Africa to cope with increasingly large and barbaric slave auctions, and by 1455 around 800 slaves were transported to Portugal each year. The first African slave market in Europe was held under the arches of the old Casa da Alfândega. The building now contains a small and not-so-informative museum that looks at the history of slavery in the Algarve, so read up to get educated ahead of your visit.

They say the best things come in small packages, and that's certainly the case here. A short way beyond Praia de Dona Ana, little Praia do Camilo is a hugely popular cove. Just beyond it is the Ponta da Piedade, a much-photographed group of rock arches and grottoes. Praia do Camilo is accessed via a long, wooden walkway through picturesque cliffs. At the top of the cliff restaurant O Camilo offers stunning views over the beach, and serves great oysters. Amenities: none. Best for: snorkeling.