If you get the metro, blue/azul line to College Militaire you arrive at the Colombo and are a few minutes away from the Stadium of Light/Benficas stadium.
Benfica have a great museum, well worth the visit, it's a five minute walk from the Mall.
The mall is full of Portugese, European and U.K. Shops in a circular walk over three floors, will meet your needs
The selection of food on the upper floors are fantastic, both a selection of Portugese restaurants and fast food places from around the world, too many to count.
There is also a cinema which is extremely reasonable, many films are in their original language with Portugese subtitles, you can make a night of it as the metro runs till 01:00