Lovely walkable town. We focused on in-town Madeira companies for tastings & purchase of vintage Madeira. Does get hot in the afternoon! Port shuttle has a lunch break built in to schedule.
Santa Cruz de la Palma - for sightseeing here you may want to take a tour, the island is dramatic & the town at port is more a 'regular folks' spot than a tourist attraction. We took a Food & Wine Trails tour of Bodega Caballo, the cinder cone at the southern tip of the island, and lunch at a winery/restaurant just a few bus-lengths north of the cinder cone parking lot. We got to meet Sr. Caballo, a 5th-generation winemaker who still uses some equipment from 4 generations ago (but has an overall very modern winery). Also toured the vineyards. A great tour.
Volcanic island that will remind you of central Oregon or Craters of the Moon in Idaho. Hot, dry, dramatic. We were there on a Sunday, many stores closed but talked to several folks who very much enjoyed the Sunday only market in Teguise. We spent most of our time going to an English language protestant church service at Barcalao resort in Costa Teguise - equal mix of British expats and Nigerian full-time residents.
We were docked in Cadiz. Had a lovely day strolling the town (no port shuttle because your ship is about 2 blocks from the start of the main shopping district). Fascinating city - oldest in Europe, 100+ towers of merchants used as ship lookouts in Cadiz's 15th-17thc heyday. Lovely city for strolling, heard many positive comments about the HOHO bus.
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