We stayed here over Xmas 2013. We were in the block behind the circular tower and the apartments here are spacious, very clean and very well equipped. We booked it through an agent. It was a timeshare apartment but no one hassled us. In fact the timeshare rep was a very nice guy who came to our room and gave us a discount card (which we used) and a half bottle of Madeira.
Our apartment, which had a great seaview also came with a table and two chairs and two excellent sun loungers. We had the sun on the balcony for most of the day. The only criticism I would make was that the xmas day gala dinner had no entertainment. Perhaps there is not much demand for this where many of the tenants are timeshare.
Anyway, I would have no hesitation in returning to the Pestana. We are off again to the Algarve in a couple of weeks and we have booked another Pestana aparthotel in Alvor on the strength of this. Let's hope it is as good as the Pestana Palms.More