Algarve is place to try seafood. However, most areas had become tourist type. If you are for authentic taste- head for Fuseta. It is probably one of the best authentic local seafood you can get anywhere is Algarve coast. The area itself is much less touristic and the main hotel is in fact a camp ground. However, there fill grill cafes which are open and full to the brim till midnight where you can select giant portions of various fresh catch- sword fish, fresh squid, salmon, and many other local ones. They will grill it in front of you. The whole dinner including wine can be under 10-15 euro! Try Cafe Corva where most of the servers are actually full time fishermen. However, try to reach there by 9:30 pm to get the best of the best selections.