Drive into Sagres and surf shop after surf shop will welcome you. Octogenerian surfers with dreadlocks wander the streets, there are vans with surf boards on their rooves on every corner and just after peak season is over (October) is the best time to go:  rules are lax and you can park almost anywhere along the coast.
Though most famous for surfing, Sagres also has some “up-and-coming” climbing spots too, all sea cliffs with stunning views.