Since my first visit in 2005 I’ve been a huge fan of Praia do Guincho.
It might not be the best beach for lazy sunbathing and swimming since the wind is usually very strong and the ocean ice cold. But it’s one of the best beaches to go for a walk, have a drink in one of the two bars, watch the surfers and the ocean and enjoy a beautiful westcoast sunset.
How to get to Praia do Guincho from Lisbon:
Take the train “Linha de Cascais” from Cais do Sodré to the final stop in Cascais (the trains run every 20 minutes, take about 30 min to Cascais & a single ticket should be around 2€) and then head to the bus station in Cascais, located right under a Shopping Center. Busses No. 405 and 415 take you to Guincho beach within 20 minutes. The last bus from Guincho beach back to Cascais leaves around 8pm.