Parking is not easy in Sintra, and that is a real problem, since car is the best way to visit it.
Downtown, the best solution is the sightseeing point at the entrance, and the following road (in the way back). In Pena things are even worse. The castle's park, a few hundred meters distant, is, sometimes the only solution, but in peak days even that is difficult, public transport becoming the only solution.
Sintra is a pleasure, but not easy to visit. At the edge of the mountain, most streets are very steep and narrow.
With the attractions spread in the mountain, a car private or public is necessary, but parking is not easy.
Try to be in good condition when visiting and the city wonders will make you forget the effort.
I also echo what others have said about how expensive entrance fees are in Sintra, made even worse by our poor British pound being virtually worthless against the Euro. This is particularly evident when visiting the Moorish Castle and Pena Palace. I can’t remember how much the castle was, if visited on its own, but the Pena Palace is €12! If you purchase a combined ticket for both then this costs €14 which is, obviously, a better deal but, then again, that’s still way too much. The Sintra National Palace is €7 which isn’t too bad but it’s still a little on the steep side. So, be warned. Sintra is a nice place to visit but, touristy? Yes, expensive? Even more so.
I wouldn't wear heels here, even comfortable ones unless you plan to visit the town only. If you visit Pena Palace and gardens and the Moorish castle, there are many hills(even if you take the bus) . I wore a very comfortable pair of wedge heel sandals. Normally I can walk for hours in these shoes on a flat surface or even uphill, but walking for long periods downhill in these shoes ends up being kind of painful. My feet were a mess by the end of the day. Well...it was my own stupidity, but I wasn't the only one. I saw some other women in heels too. It didn't hold me back at all though! :-)
Please park in the New Sintra area and walk to the historic town center.
The parking is limited in the old area and tickets are many for not parking in the right spot.
Plus a little walk never killed anyone.
The Pena Palace is up so high on the hill that the weather might be significantly different up there than it is in the Old Quarter. Be prepared for fog.