The atmospheric village of Burgau is some 16 to 20km west of Lagos and is a quiet, still generally Portuguese, part of the Algarve (well as close as you are likely to get on the coast!). Fishing is still a key activity creating some picturesque scenes.
The beach in this small bay (or cove) is generally stated to be excellent with lots of sand but this does vary from year to year as the tides sometimes expose the underlying rock. If you arrive and find this to be the case then the Cabanes Velhal beach to the west has been highly recommended. It can normally be walked to but is some 2km distant and is not a walk for the infirm. Walkers can also visit the fort and see the remains of a Roman villa by the river.
See also the adjacent areas of Lagos and Salema and Luz.