About 1.5 kilometres west of Praia da Rocha, Praia do Vau is a quieter sister beach: similar cliffs, similar orange-red sandstone, but with a fraction of the crowds. The cove is broken into small bays by sandstone outcrops, with two main stretches accessed via different staircases from the clifftop road.
The water is clear, the swimming is good, and there are two small restaurants on the cliff above for lunch. Vau works particularly well if you want the photogenic Algarve cliff-scape without the high-summer crush. It is an easy walk from Praia da Rocha along the cliffs, or a short drive.