We had planned to rest for a few days on the coast and were looking for some deserted place, with few tourists. We chose the area between the beaches of Benagil and Albandeira. Here are no cities and in late September - early October the beaches were almost empty. Stayed at the Suites Alba Resort & Spa (booking.com), which is owned by Portuguese football legend Luis Figo.
Living houses and hotels in Portugal are not located on the beach and therefore it's possible to walk freely along the coast. Around the hotel pass the trail The Seven Hanging Valleys, its description as well as a description of other hiking trails in the Algarve region can be found in this pdf document (12 Mb). The coast is extremely picturesque.
During the walk we met chameleon and lazy cat.
Here and there hiding small, cozy beaches.
We swam at the beach Albandeira, almost alone. There is a small restaurant "Pirat's" where you can order pizza, salad, pancakes, etc. Actually, there are small restaurants, almost near every beach, which is very convenient.
The most interesting place of the coast is a huge cave with a hole in the ceiling. It has different names, most often used Benagil cave, Algar de Benagil and Algar Seco. To get there you have to swim about 100 meters from the Benagil beach. From the hotel to the beach we went on the free bikes (20 minutes), also we walked there by foot, along the coast (80 minutes).
If you want to take photos inside and you do not have a GoPro, then take a waterproof bag, which will float on the water behind you. The second option is a boat. There are boats on the Benagil beach which depart to visit the caves (http://www.tarugatoursbenagilcaves.pt).
We agreed to jump from the boat in the water when we are in the cave, and then return to the boat during the next tour, in 40 minutes. Unfortunately boat cannot moor inside the cave due to the waves. In the waterproof bag we put the camera, tripod, and clothing, as it could be quite cold inside the cave.
Getting there: Faro has an airport with low cost airlines. There is a high speed train connection from Lisbon and Porto. Find here the information about local trains and buses in the region of Algarve. We got off the train in Tunes and got to our hotel by taxi for 30 euros.