Praia da Ursa or Ursa Beach is one of the most beautiful beaches in Portugal, but don't take my word for it, since it's the only beach in Portugal that I've visited. It is very beautiful though. Praia da Ursa is located close to Cabo da Roca, the westernmost point of Portugal and continental Europe. It can be reached by bus from Sintra, which itself is easily reached by train from Lisbon. I visited both Sintra and Praia da Ursa on a day trip from Lisbon.