Sunset is the best time to visit, but at this time most of the tourists come to the spot. An endless string of buses and the crowds that come out of them, only to make selfie with the sign, completely destroys the romance of the place. Cape Roca has become a bad example of mass tourism object.
So, if you have time, take a walk along the coast to the north, there are many beaches, beautiful places and no tourists.
Getting there: We went through Cascais. First, we arrived by train from Lisbon station Cais do Sodré. Then across the street, under a shopping center, there is a bus station where you have to find bus 403 Cascais - Sintra (schedule). Tickets (4 eur) can be bought from the driver.