If this is your first visit to Lagos, you simply must take a "grotto tour". Step into a small fishing boat, let your local fisherman be your guide, and witness from the water, the distinctive and magnificent cliffs that surround the Lagos area. It is truly a sight unseen! Your guide will navigate around and under the intriguing rock formations, take you into caves and point out the many secluded beaches that surround the town. You can take the grotto tour by signing-up with one of the vendors along marble sidewalk in front of town. Alternatively, catch a boat at Praia Dona Ana or at Ponte da Piedad. This tour offers a little variety to your beach day. The fisherman bring the boats right to the beach, and you can generally get a good rate here Approximately €10 to €20 per person, based on your starting point

Directions
Depending on the tide they are normaly just inside the harbour /you will see their bill boards. Boats to the grottos

Website: http://destinations.thomson.co.uk/world/europe/portugal/alga