O Fim doAlgarve.

The Benagil Cave is a sea cave carved by Atlantic wave action into the limestone cliff — a domed chamber 50 metres across with a circular skylight opening in the ceiling through which the sky is visible, and a small beach inside illuminated by the diffused light from above. The combination of the ochre limestone dome, the sand beach, the turquoise water and the circular blue opening above produces an image that has become one of the most reproduced photographs of the Algarve coast. The cave is accessible only by boat or by sea kayak — it cannot be entered from land. Tour boats from Benagil beach take about 10 minutes each way; they enter the cave from the sea entrance.

Algar Seco is a rock formation immediately east of Carvoeiro — a complex of arches, tunnels, sea platforms and sculpted limestone towers carved by Atlantic wave action, with wooden walkways allowing access to viewpoints above the sea. The rock colour (golden ochre, streaked with iron oxide red) against the Atlantic blue creates the image that defines the central Algarve coast. A small café (Boneca Bar) sits at the cliff edge above the formations — one of the most atmospheric café positions on the coast. Free, always accessible, 15 minutes' walk from Carvoeiro village.

Lagos was the operational base of the Portuguese Age of Discovery — Prince Henry the Navigator set up his school of navigation at nearby Sagres and used Lagos as his primary port. The first African enslaved people brought to Europe arrived here in 1444; the slave market building (Mercado de Escravos) still stands on the Praça da República, now housing a museum. The Igreja de Santo António (1707–1769) has the most extraordinary gilded woodwork (talha dourada) in the Algarve — every surface of the interior covered in carved and gilded wood in the Portuguese Baroque tradition. Free. Remarkable. Completely overlooked by visitors heading straight to the beach.

The Ponta da Piedade headland south of Lagos is the finest concentration of limestone sea stack, arch and cave formations on the Algarve coast — a 2km stretch of golden towers, tunnels and arches carved from 20-million-year-old Miocene limestone by Atlantic erosion, with the specific turquoise water of the Lagos Bay between them. The cliff-top path (free, always, starting from the Lagos town beaches) takes 45 minutes to the lighthouse at the point. Boat tours from Lagos town harbour (€15–20, 45 minutes) pass through the arches at water level — the view from below is completely different from the view from above. Both are worth having.

The Fortaleza de Sagres occupies the entire Ponta de Sagres peninsula — a flat-topped 70-metre headland with vertical cliffs on three sides and the Atlantic on all others. Prince Henry the Navigator is said to have established his school of navigation here in the 1430s–1440s, where cartographers, astronomers, mathematicians and shipbuilders developed the techniques (the caravel ship design, the astrolabe, improved celestial navigation charts) that enabled the Portuguese Age of Discovery. The Rosa dos Ventos (Wind Rose) — a large compass rose carved into the ground, 43 metres in diameter — is either original 15th-century or 17th-century (scholars disagree). The wind is always present and always emphatic.

Cabo de São Vicente is the southwestern tip of continental Europe — a 75-metre cliff of dark Carboniferous schist projecting into the Atlantic, with a lighthouse (the most powerful in Europe when it was built) and the ruins of a 15th-century convent. Medieval mariners called it "O Fim do Mundo" (the end of the world) — the last land visible to ships leaving for the unknown. The sunset here is the most celebrated on the Algarve: the sun sets directly into the Atlantic with nothing between you and the American continent 5,500km to the west. Hundreds of people gather on the cliff edge for the event. Arrive 45 minutes early for a cliff position.

Ferragudo sits on the west bank of the Rio Arade estuary directly opposite the large resort town of Portimão — separated by 300 metres of water and 30 years of different development decisions. While Portimão developed into one of the largest tourist towns on the Algarve, Ferragudo retained its fishing village character: whitewashed houses, a small harbour, narrow streets climbing to a 16th-century castle, a working fish market on the quay, and restaurants where the fish was swimming two hours ago. The beach immediately south of the village (Praia de Ferragudo) is one of the most beautiful in the central Algarve, with the castle silhouette above and the river entrance visible.

The Roman villa of Milreu near Estói is the best-preserved Roman site in the Algarve — a 2nd–4th century AD country villa with complete bath complex, fish-mosaic floor panels (the originals are in Faro Museum — what you see here are in situ replicas and the structural remains), a temple converted to a Christian church in the 4th century, and the entire plan of a prosperous Romano-Lusitanian estate visible in the low foundation walls. Estói village (500m from Milreu) has the extraordinary Palácio de Estói (18th-century, pink, with azulejo-tiled gardens — now a Pousada hotel), visible from the road. The whole combination takes 90 minutes and costs €2.