Doña Ana beach (Praia Doña Ana in Portuguese) is, in my opinion, the most picturesque, gorgeous beach in all of Europe. It's about a 20min. walk or 5min. drive from downtown Lagos, and is a little slice of paradise. The sand is a perfect gold and the water emerald green, but the cliffs and rock formations that surround the beach are what really give you a sense of the exotic. It's Atlantic water, not Mediterranean, so it's chilly year-round, but on a nice sunny day in the south of Portugal the water feels great! I recommend heading to Doña Ana early, say 10am, to get a good spot before all the German tourists from the nearby hotel stagger down there.