St Caterina Fort is at the end of the Beach near the Marina. It offers a birds eye view over the surrounding area. It was built in 1621 on the orders of D. Joao de Castro (Governer of the Algarvian Kingdom) to protect the City of Silves and Vila Nova de Portimao from Spanish Pirates and Moors.
The Fort has a nice little Bar/cafe now and it's a nice place to sit and take in those great views, some of my pictures were taken one year while it was raining, i think the colours of the walls look much better than in the bright sunlight.
Praia da Rocha has a lovely and famous Beach's that are among the safest on the Algarve, but the scenic clifftop walk from above the Buraco da Avo (Grandmothers hole) tunnel to a couple of Kilometres beyond to Praia do Vau and requires care in places as the cliff edges are crumbly and have some sheer drops. It is best to stick to the new cobbled walkway. It gives some great views of the beaches, cliffs and rocks.
If you are staying in Praia da Rocha you can make beautiful walks via beaches, and rocks, it is just amazing what you can all encounter during such a walk, some rock formations have shapes, on the picture you see a rock that forms a head. Make sure you have enough water with you because you can make long walks and not find places to eat or drink.
Praia da Rocha has one of the best and most beautiful coast lines in the Algarve. I can sit for hours and listen to the sea beat upon the rocks of the coast. This is another one of those places that you can get awesome sunset pictures.
The Marina is a great place to get Dolphin watching Safaris, tours or just to walk around and admire the boats. There are some nice Bars, Cafe's and Restaurants.