The most popular excursion from Lisbon is to Sintra, 18 miles to the west, remarkable for its several fairy-tale palaces and castles. But wine lovers should seriously consider a visit to the Setúbal Peninsula, just over the Golden Gate-like 25 de Abril Bridge. The Lisbon suburbs eventually give way to the Parque Natural da Arrábida, home to several important wineries, gently rolling vineyards and a dramatic coastline fringed with beaches. We spent two memorable days sightseeing – don’t miss the viewpoint overlooking the cliffside Convento de Nossa Senhora da Arrábida or the panoramas from the hilltop Castelo de Palmela – and wine tasting. José Maria da Fonseca is perhaps the most famous winery, making superb still and fortified wines. But I also recommend visiting Quinta da Bacalhôa, which has not only a fine winery but a 15th-century palace filled with art from the world-class Berardo Collection, and Quinta de Alcube, an excellent small producer of both wine and cheese.