On the outskirts of Lagos lies the pretty beach-side community of Porto de Mos. Sandstone cliffs tower above the golden sand and stretch all the way to Praia de Luz about 5 km to the west. If you are looking for vigorous but accessible walk you can try out the trail from either beach. This post will give you an overview of this wonderful trail.
In conjunction with the 2017 Sagres Birdwatching Festival we took a boat trip from the fishing port of Baleeira and were treated to an amazing spectacle of marine life. For a summary of that trip have a look at this post.
If you are looking for a good birding area or just a pleasant walk Lagoa dos Salgados is one of the best in the Algarve. For a full description have a look at this post.