Reaching Sintra from Lisbon by train is easy, and reaching Penha Hill from Sintra Station by bus (#434) is just as simple. Then after paying the entrance fee, there is yet another conveyance that takes you to the palace at the very top. I think Walt Disney must have modelled his castle at Disneyland on this building, the difference being that this is made of real stone. But the pastel colours of the decorations rival those of Gaudi. Being at such an altitude the 360 degree views from the palace of the coast and surrounds are amazing.
Descending towards the town it is easy to divert to the Moorish castle and admire the views from there too.
Having visited the Penha Palace first I found the Royal Palace in the town rather bland.