Firstly my son almost knocked a lady into the sea (!!) whilst trying out the Segways in the port, good deal if you just want to have a go. It was 10 for 15 mins around the port area.
After that we took a taxi to Samil beach area, it cost just over 10 each way and was well worth it. It felt several degrees warmer at the beach than the port bizarrely, maybe because it's kind of horseshoe shaped bay and maybe a little more sheltered? The beach is stunning and there's a lovely paved promenade along the beach with outdoor pools and cafes etc (pools not open yet but would be lovely in summer time). We had a really relaxing day and felt we made the most of a not too exciting port stop.
Once again I didn't really want to explore the town so we took the advice of a friend and got the train from right by the port to Cascais which is about a 40 min train ride all along the coast, beautiful views all the way and a really pretty town with several lovely beaches and a nice marina area when you get there. Train fare only cost 4.60 for us both so it was a very cheap day out too! Another lovely sunny day where I felt we made the most of our time. Drinks and food were very cheap in Cascais.
I'd really recommend this is you don't fancy doing the city. The train station you need is just opposite the port, you cross over the road and walk along the white wall on the right going straight ahead and there's stairs down to the train station just about 2 minutes walk along.
I toyed with getting the public bus from the port to Maspolomas to try and photograph the dunes but the timing was a bit tight so we went to the local beach just 10 mins from the ship and spent a few hours there. The weather was sunny then became a little overcast so we headed back to the ship to relax before dinner.
We booked the ships tour to Loro Parque which was fab. I'd been years ago but it was better than I remembered. The shows were really good and the animals were really well kept and interesting to see. Penguin Island is a must see!
We booked a catamaran trip to see dolphins and whales. It's pretty much the same as the Royal Caribbean one but we paid 1/3 of the price booking it direct with http://www.madeira-seekers.com/ It was just 45 for both me and my son. It was well organised and a lovely 3 hour trip. We saw tons of dolphins swimming and playing right next to the boat, even under the netting area we were sitting on!