Try following:
1) Silves
http://en.wikipedia.org/wiki/Silves_Municipality,_Portugal
2) Monchique
http://en.wikipedia.org/wiki/Monchique
3) West Coast
Drive west from Lagos towards Sagres and Cape St. Vincent, (the most south westerly point in Europe)
Sagres was the location of a famous navigation school set up by Infante Dom Henrique in the 15C and which led to the Portuguese opening up of the trade routes to India around the Cape of Good Hope. There is a fortress and museum there.
Run North from Vila de Bispo (8km before Sagres) towards Carrapateira and Bordeira towards Aljezur. Check out the beachs and beautiful cliff lined coast.