Parque Nacional de Sete Cidades is about 25 km from town. A taxi will charge you up to R$ 50 each way. There is a free employees' bus departing around 7 AM from the church, returning 5 PM from the park.
Caldeirão is a fresh water lake, good for swimming, with restaurants and bars, about 8 km from town. Several buses a day, R$ 2.