Cabo da Roca is a cape at the western coast of Portugal in the Lisbon Region. It is the westernmost point of the European continent.
Lisbon, Queluz, Almada, Cascais, Sintra.
Sintra, Mafra, Colares, Praia das Maçãs, Praia Grande, Azenhas do Mar.
Scotturb Bus 403  which travels regularly between Sintra and Cascais stops at Cabo da Roca. It takes 35 minutes from Sintra, 25 minutes from Cascais.
Train service Cascais to/from Lisboa (Cais do Sodré train station).
Train service Sintra to/from Lisboa (Entrecampos train station).
CP  (Railways)
Tagus (Tejo) river/Mar da Palha.
If you feel like spending you can get a certificate of your presence at the westernmost point of Europe.
You can go from here towards Sintra or Cascais or dare towards Mafra.