Sintra and Cascais in one day

You can do both places in one day.

You can take train from Lisbon Entrecampos Stations to Sintra.
(40 minutes)

Then spend a few hours there.

Then get the Scotturb bus to Cascais via Cabo da Rocha.
See this post on my blog from more info in the Sintra to Cascais Bus Service.

http://barlaventostravelblog.blogspot.com/2007/07/sintra-to-cascais-by-bus.html

Have a late afternoon meal there and wander back to Lisbon Cais de Sodre Station on the Linha da Cascais train. (45 minutes)

Note: Trains are cheap.