Visit Sintra from Rossio Station by taking a train to this UNESCO World Heritage Site. At Sintra, explore the town on a bicycle and try the famous cheesecake at Sintra National Palace.

After that, cycle past Regaleira Palace, Seteais Palace, and Monserrate Palace. Enjoy lunch at a unique and affordable spot.

Consider visiting Cabo da Roca, the westernmost point of continental Europe. Continue to the Peninha Sanctuary and take a short break at Guincho Beach.

End your trip in Cascais, a historic resort town. Ride along the bay before returning to Lisbon by train.