Tennis:

The Jonathon Markson tennis centre at the Luz Ocean Club is renowned for it's coaching.

 

Horse Riding:

The Algarve horse riding centre is 5 minutes drive from the villa. 

 

Golf:

A set of clubs are available in the villa. The golfer is fully catered for: 10 minutes from the villa is BoaVista, a par 71, 6600 yards. Opened in January 2002 BoaVista offers two distinctive sections providing a variety of attractive and interesting holes. Umbrella pines, almond, fig, palm, and olive trees line the rolling fairways and with the glimpses of the Atlantic Ocean, it has immediately become a popular course.
10 minutes west: Parque de Floresta. You might prefer a camera instead of clubs.
20 minutes east: Palmares. Classic links, spectacular views of the coast and Atlantic Ocean.
25 minutes east: Penina. Soak up the history of the original Algarve golf club.
35 minutes east: Alto Club. Par 5 16th 665 yards one of the longest in Europe.
With the new motorway, Val de Lobo, Quinta do Lago, Vilamoura, and San Lorenzo are within 1 hours drive.

For more detail look at: http://www.portugalgolf.pt/ingles/ing_algarve_campos.htm

 

Surfing:

There are 2 surfing schools in Lagos providing daily and weekly courses.