Sintra is the best day trip: 40 minutes by train from Rossio
In Sintra, aim for two palaces and book Pena for a set time
Cascais and Cabo da Roca: the easiest coast day, 40 min by train
Évora, about 1 h 30 by train: a Roman temple and the Alentejo
Óbidos: a walled medieval town, about an hour by bus
Setúbal and Arrábida: beaches, seafood and dolphins, about 1 hour
One trip per day, as most do not combine; all seven in the guide