The main train stations for Algarve in Lisbon are Entrecampos (about 4km from Praça de Rossio) and Gare de Oriente (about 10 km away.)
From Monte Gordo you wold have to get a local train to Faro and then an Intercity to Lisbon.
As the Winter timetables are not yet out I cannot provide times. Check back at the end of September
The main bus stations for Algarve in Lisbon are Sete Rios (about 4km from Praça de Rossio) and Gare de Oriente (about 10 km away.)
EVA Transportes runs daily coach services to Lisbon Sete Rios at:
MONTE GORDO LISBOA 05:05 09:30
MONTE GORDO LISBOA 07:05 11:45
MONTE GORDO LISBOA 09:35 14:15
MONTE GORDO LISBOA 15:05 19:45
MONTE GORDO LISBOA 17:35 22:15
From the coach station take a taxi to the Metropole.
For more info:
Cubsur's
www.algarvebus.info
Also have a look at this article on my blog:
http://barlaventostravelblog.blogspot.com/2007/08/faro-to-lisbon.html