Portinho da Arrábida is a historical and natural place between two cities: Setúbal and Sesimbra. Close to it is located a small town Azeitão (known for its wine, quintas and palaces (some of them are can be visited, visits are paid, reservation is needed).
All the coast line between cities was protected by fortifications to prevent invasion into Setúbal. Both, Setúbal and Sesimbra were also protected by castles.
Portinho da Arrábida has also one fortification, a cave with a chapel, Roman ruins, and a convent “nearby” (seems to be closed until you find out where it’s located, visits are paid and a reservation is needed). Between Palmela and Sesimbra there are some pre Roman ruins, and close to Sesimbra you may see “the dinosaur stones”.
If I remember well, one of the James Bond films was made in Arrábida. I am rather blond than Bond, but Arrábida is great to be visited even if you are not a fan of 007.
The road among mountains is popular among cyclists due to its awesome view of the ocean and Tróia (the Portuguese one).
Is there any public transport from Setúbal? Yes, but rarely. Is it possible to visit it by bike? Yes, but I broke my wheel. Just try to be more careful.
p.s. the road between Setúbal and Portinho da Arrábida (the south) is currently closed (reconstruction or something like this).
