Pico is an Island in Azores.
Get into Pico airport, with direct flights from Lisbon, Ponta Delgada, Terceira, and Faial.
Be sure to visit the largest public outdoor man-made salt water pool; it's a fantastic place to relax and cool off in the Summer. The pool is deep enough for diving, as well as swimming laps. If you're swimming skills are below average, stay away from the middle, as the size is quite large.
At Pico Island you can climb the mountain, 2351 meters above sea level. It is the tallest mountain in Portugal. Ideally you climb the mountain in the afternoon so you can see the sunset when you are in the top. Normally it takes 2 to 3 hours to climb. More if you are not fit. Then in the morning to see the sunrise you climb a little mountain that is called Pico Pequenino (Little Pico) that the mountain has on the top. From there you can see the islands of Faial and São Jorge perfectly.
In 2012 Pico has received the QualityCoast Goald Award for its efforts to become a sustainable tourism destination. Because of this award Pico has been selected for inclusion in the global atlas for sustainable tourism DestiNet. 
There are two CompreBem supermarkets in this town. They both offer cheap prices for good food, colorful produce, a variety of canned goods, and an assortment of household items from fly swatters to televisions.
There is also a local shop run by a Chinese family that sells inexpensive items of almost every variety from electronics to socks.
There are many cafes in the area and all of them offer good food for reasonable prices. Variety of food is limited mainly to bread, cheese, and beef. Vegetarians may have some trouble having a balanced meal. Even the local soups will most likely have meat or meat broth as an ingredient. If you're a vegan, be prepared for starvation.
Prices for food are very reasonable by U.S standards. Clothing is mainly imported, and as a result, expensive.
The local cafes usually double as the local bars. Beer here is cheaper than bottled water, at about .50 cents U.S a bottle.
Towns in Pico are very safe. Crime is very low and violence is almost non-existent. However, be VERY aware when crossing the streets; people on this island tend to drive a bit crazy. You will frequently see cars driving at freeway speeds on cobble stone roads. Also, it's not surprising to see cars parked in the middle of a road and blocking traffic. The driving laws are loose at best.