A kilometre before reaching the lighthouse at Cabo de São Vicente, you'll pass the Fortaleza do Beliche, built in 1632 on the site of an older fortress. The interior, once a hotel, is off-limits, but you can go through the walls to the seaward side and descend a pretty pathway down to near the water. The sheltering walls here can make for a more appealing picnic spot than the wind-whipped cape.
