We only managed 2 palaces and the castle but we wandered outside the Regaliera. The Moorish castle (where we started) breathtaking views over the countryside (and vertiginous!) lots of helpful displays talking about the history. Then onto Pena, the composer Richard Strauss on a visit said
this is the true Garden of Klingsor and there, up above, is the Castle of the Holy GrailI saw what he meant with this castle in the clouds. More photos in the album.
That night we ate at O Regional in Sintra, the guide claimed recommended by locals - I wasn't sure, it felt rather more touristy than many we'd been in, there were certainly large portions though!