In reply to Jessmess:
Rocha da Pena isn't much of a crag - pleasant enough though, but hardly a destination crag. Sagres is a bit like Pembroke with bolts. Some crags are outstanding (the Mirror, for example), but you'll need a long abseil rope and a sense of adventure. If you were to fall in, the next stop is Brasil - an ab rope in the water gets dragged straight out to sea. And big waves, very big waves, at some of the crags - others, far more sheltered
It is also the most topographically confusing crag I've been too, with bits everywhere. Much of it was developed by the late Andy Reid of Mile End Wall, the Castle and Mile End again - originally with a trad ethic but subsequently with bolts, in line with local tastes. I've not seen the new guide myself. The local hub is the Dromedario cafe in Sagres. Accommodation - there are surfers too, so there must be something around. There's also Ingrina if you want to try your hand as DWS.
It's different, but I'm not sure that it's a destination crag. On the other hand, if it's a two-sport trip, you'll have a great time. Take slings and an ab rope, plus some trad gear if you want to explore the more adventurous routes. Some crags have nice platforms at the bottom, others do not. Rocha da Pena is a standard hillside - wear long trousers for the walk-in