One of my favourite places to visit when in the Algarve is Vital gourmet grocery store in downtown Tavira. As you cross the threshold the aroma of food tickles your nostrils. The place is tiny but it is crammed with all kinds of regional treats, whether sweet, savoury or alcoholic!
One half of the store is devoted to foods: sea salt, olive oil, cheeses, sausages, baked goods, preserves, spices. I could go on. You really have to drop in for yourself, though.
On the other side is an incredible array of wine, port, aguardente (Portuguese brandies) as well as imported liquors. I could spend hours combing through the varieties and vintages on offer. This is a shop where those with a serious interest in things alcoholic will want to visit.