If you like live theater productions, go and see a play or other stage show at A Companhia de Teatro do Algarve. Check online for scheduling details.
This arts and culture attraction in Faro City Centre comes recommended by travelers, so make a spot for it on your to-do list. Don't think the sightseeing ends there, however. There are a lot more places waiting for you to explore after A Companhia de Teatro do Algarve. Carmo Church, Faro Island Beach, and Faro Marina are not far away.