After leaving the Sintra train station, tourists can visit the Moorish Castle, Pena Palace, and Sintra Palace / Sintra downtown by taking the 434 tourist bus. Once you head out of the station, turn right and line up for the correct bus. You'll recognize it by the long lineup.
One of the most confusing aspects of the whole process is cost / payment. The buses advertise 24 hour hop-on-hop-off for €15. However, that price is across all buses. If you're only interested in a roundtrip ticket for the 434 tourist bus, the price is €6.90. There are employees who walk around asking which type of ticket you want to buy -- tell them you want a roundtrip ticket. They'll tell you how much it costs, you pay, and they give you a receipt. Do not lose the receipt as it's the only proof of payment that you get and you have to show the bus driver the receipt every time you hop on.
On my visit to Sintra, the bus route was different than the one mentioned on other travel websites. The current route is Moorish Castle, followed by Pena Palace, followed by Sintra Palace / Sintra downtown, followed by the Sintra train station. This means that if you're expecting to get to Sintra downtown for lunch while visiting every site, it's not going to happen. The reason for that is, as mentioned in many travel websites, the bus ticket is only valid for one round trip ride. On my visit, the bus driver did not invalidate tickets so it may have been possible to make multiple round trips, but don't count on that.
The bus gets crowded quickly. It also empties out quite a bit at every stop. While the buses are supposed to leave the train station every 15 minutes, don't expect to see a bus every 15 minutes. The roads in Sintra only allow one-way travel, so all of the traffic has to slow down if someone slows down to park. Also, the bus has to stop to let passengers on and off, which takes time. There are times when I saw a bus drop off passengers and move on without picking up passengers because another bus was already picking up or there is another one behind it. Have some patience and wait and there will be a bus available to pick you up. The buses will only pick you up at designated bus stops (the same one where it drops you off). However, you may be lucky and a departing bus that's stuck behind traffic will let passengers on. read more