Praia do Porto Santo is the island's defining feature: a long sweep of soft golden sand and clear water along the south coast. It is much easier for swimming and lazy beach time than Madeira's rocky shore, which is why many visitors make the crossing in the first place.
The beach is long enough that you can choose your mood. Stay near Vila Baleira for cafes and services, or walk west for quieter stretches backed by dunes and low hills.