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Sesimbra Castle - about 2 kms from Sesimbra offers amazing views to the village and the sea.
Wineyard: Jose Maria da Fonseca Vinhos, SA in Azeitäo
One of the larger wineyards in the area with production of red and white wine, Moscatel de Setubal, Portugese brandy etc. tasting and tour around the facilities. Call in advance to secure a guided tour. About 15 km from Sesimbra
several good golfcourses within 30+ minutes drive
Herdade da Aroeira, 2815-207 Charneca da Caparica Tel +351 212 979 110, www.aroeira.com. Two golfcourses. Aroeira I being the better one. 30 minutes from Sesimbra
Troia Golf is a bit more distant. About 1+ hour drive.
Troia Golf. 7570-789 Carvalhal-Grandola, Tel +351 265 494112, www.troiagolf.com. Very challenging seaside course in top quality. Higly recommended. estimate 1,5 hours drive from Sesimbra including a 20 minutes ferry from Setubal
You can also go to see the views in Cabo Espichel - really amazing and go the the beaches in Aldeia do Meco (Praia da Foz, - very unique setting, Praia das Bicas and Praia do Meco). The sea is wild on this beaches.
To visit Azeitao and taste their unique cheese and sweets is a must as well.
And finally to visit Arrabida - a very unique place with an amazing beach, some restaurants and unique views on the way there.
You are also very close to Lisbon (40 minutes drive)