Like most tourists that ever visited Lisbon, I also visited Sintra for a day trip. Sintra area is huge and has several sites to see. It's easy to go from Lisbon, with very affordable train (3 euro!), which makes a great day trip, but of course you can choose to stay in Sintra for a few days and fully explore the area. Last time when I came to Lisbon, I visited the colorful Pena Palace, probably the most visited site in Sintra. This time I went to see the Initiation Well inside Quinta da Regaleira.
The mysterious Initiation well was absolutely stunning. It was never used,or intended for water collection, but the underground towers were used for secretive initiation rituals. At this time, there were almost no tourists, which made the whole atmosphere just right.