The far north-west, and the drive is genuinely half the point. Take the VE1/VR1 out and the old coast road back through Seixal and São Vicente — waterfalls onto the road, tunnels cut by hand, the Atlantic doing its worst on your right.
The natural swimming pools are the reason most people come: black volcanic rock, filled and refreshed by the sea itself. There is a paid complex with facilities and a free set just along from it.
Practical notes:
- Roughly 1h15 each way from Santa Cruz — make it a full day, not a stop
- The north coast has its own weather; it can be raining here and clear at home
- Swimming depends on the swell, and on rough days the pools close
- Combine with Fanal — the mossy laurel forest — on the way back if the fog cooperates
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Funchal
The capital, the old town and the market — 20 minutes down the coast.