CD Nacional offers a local football experience above Funchal, at a stadium set high enough to remind you that Madeira rises sharply from the coast. The club does not have the glamour of European giants, but a home match can be a good way to see ordinary island sporting life.
Treat it as an event rather than a sight. Check fixtures, transport, and kickoff times in advance, and bring a layer for the hills even if central Funchal feels warm.