From Lisbon, you can take coach services operated by Mafrense which depart from Campo Grande bus terminus. The journey lasts just over one hour and a single ticket costs EUR3.75 (no return tickets are available) 
Convento de Mafra -  The National Palace of Mafra is probably the most striking Baroque monuments to be found in Portugal, its construction symbolizes the Absolutist rule of D. João V. The palace has some 1,200 rooms of which the most impressive is the Library, which dates from the 18th century and contains some 36,000 books and manuscripts. In addition there is the Convent, an important and significant part of the religious heritage of Portugal. However, the most stunning feature of the Palace site is the Basilica, considered to be a masterpiece of Baroque architecture and famed for its Carillion – famous throughout the world for the sheer size and beauty of its mechanism.
Mafra is known for its famous bread ("Pão de Mafra"). Give it a try at a local bakery.
Try also a special cake from the town known as "Fradinhos". There's a bakery called precisely "Fradinho" that sells this delicious treat.
Also try Polo Norte for more pastries.
There's not much nightlife in Mafra, but there's a nice place where you can have a nice cup of coffee. The name is "Café da Vila" and you can find it right next to the palace, near a garden with three soldiers. If you are lucky, you can be served by the most prettiest girl of this town :)