8 Best Sights in Lagos, The Algarve

This early-18th-century baroque building is Lagos' 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 annex is the Museu Municipal Dr. José Formosinho, with a range of 18th-century artworks and archaeological findings.

Prince Henry the Navigator brought the first enslaved Africans to Portugal for his own use in 1441, initiating what would become a centuries-long system of exploitation. To manage the growing trade, he established a slave market in West Africa, and by 1455, around 800 enslaved people were being shipped to Portugal each year. The first African slave market in Europe was held beneath the arches of the old Casa da Alfândega in Lagos—a chilling landmark in European history. Today, the building houses a museum that touches on this legacy, but its displays remain unfortunately sparse. Visitors are advised to read widely beforehand to truly understand the gravity of what occurred here.

The motto at this family-run winery is "think global, drink local." It's one of an increasing number of Algarvian vineyards producing organic wines—and it does so using old-fashioned methods that respect the land and the seasons. Guided tours and wine-tasting sessions are available by appointment, with a minimum of two people. There's lovely accommodation too, should you wish to bed down.

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.

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: parking (free). Best for: snorkeling.