Apart from Baleal and Peniche, you shouldn't miss a day out in Berlengas (natural reserve, with pre-booking required), Óbidos, Caldas da Rainha, Mafra, Sintra or go and see the dynosaurs park in Lourinhã (Dino Parque). and of course... Lisbon is only 1 hour away and is worth see the city of the seven hills.