Cascais is an easy train ride away from Lisbon, but is relatively unknown as far as Portugal goes. It's a great town with a fantastic harbour and lots of shops and restaurants, including the amazing Enoteca Cascais which has great food and an amazing selection of Portuguese wines. Portugal doesn't export most of it's best wine so you can try things you wouldn't get in the UK. When we visited, there was a food, drink and music festival in town; we were the only non-Portuguese people there and it was a great way of experiencing local life.
Cascais is a mecca for windsurfers. Near the windsurfing beaches you'll also find the Boca Del Inferno; a gaping chasm in the sea which really does roar! You can also easily get to Sintra, which is a UNESCO world heritage site and consists of a palace, a castle and a national park. It is breathtaking.
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