Algarve or Madeira?

This is the clearest difference between the two. The Algarve is a beach destination first. It has golden coves below sea stacks around Praia da Marinha and Lagos, and long, gentle barrier-island beaches east of Faro at Tavira, Culatra and Barril. The famous coves fill up in high summer, but there is always more sand further along.

Madeira rises straight out of deep water, so most of its shore is black boulders and pebbles. Swimming means Funchal's lidos, sea ladders and the volcanic pools at Porto Moniz. Its few sandy beaches use imported sand. Its water is a little warmer in autumn, but if sand matters, Porto Santo is a separate few nights' stay.

The food is equally good in both places, and the menus overlap in grilled fish. The Algarve is the place for copper-pan cataplana, charcoal sardines and goose barnacles, and it is best in Olhão's market halls and the old quarters of Tavira and Portimão. Avoid the resort strips with their identical menus.

Madeira's cooking is more particular to the island: espetada on bay-wood skewers, scabbardfish with banana, bolo do caco and poncha drunk at village bars. It also has Madeira wine, tasted in the old Funchal lodges, which the Algarve has nothing to match.

Neither is a trip for great monuments, and the heritage is spread differently. On the Algarve it is a string of small towns: the red castle at Silves, the walls of Lagos, Faro's old town with its chapel of bones, and the Sagres headland. You can visit them one at a time between beach days.

Madeira's culture is almost all in Funchal: the carved cedar ceiling of the Sé, house museums of the merchant families and the wine lodges. Add Monte, Santana's thatched houses and Câmara de Lobos, and a day or two covers it.

The Algarve has far more going on after dark, at least from June to September. Albufeira's Strip runs neon bars and clubs until dawn, Lagos has a young backpacker crowd, Praia da Rocha has beach clubs and Vilamoura's marina is dressier. Tavira stays calm.

On Madeira a night out means Funchal's Zona Velha, with small bars and poncha counters among the painted doors, busiest at weekends. Most evenings end over a long dinner.

Madeira is one of Europe's great walking islands, and here it clearly comes out ahead. It has volcanic peaks above 1,800m, the moss-hung laurel forest with waterfalls at Caldeirão Verde and 25 Fontes, and level levada paths that let average walkers into wild country. Canyoning, paragliding and whale watching add variety.

The Algarve's nature is about the coast: the Seven Hanging Valleys trail, kayaking into the Benagil grottoes, surf and footpaths in the Costa Vicentina, and flamingos on the Ria Formosa. It is good, but the landscape is gentler and less varied, and summer is too hot for long walks.

The Algarve has more places to reach, but which ones work depends on where you stay. From an eastern base around Tavira or Olhão, Seville is about two hours by car across the Guadiana. The walled town of Mértola is about an hour north, and boats go out to the car-free islands of Culatra and Armona. From Lagos and the west those are long drives, so days out there mean the region's own towns: Silves and its castle, Loulé's Saturday market and the headland at Sagres.

Madeira's days out are mostly a loop of the island by car or tour, taking in the fishing boats at Câmara de Lobos, Machico, the thatched houses of Santana and the wild north coast at Porto Moniz. Porto Santo is the only trip to somewhere else, and by ferry it makes a long day.

The Algarve makes a family week much easier, as long as you choose the right stretch of coast. The barrier-island beaches of the Ria Formosa, a short boat ride out, have wide sand and gentle water. Many of the famous cliff coves in the centre need long stairways and lose their sand at high tide. Restaurants are happy to feed children late in the evening, which helps when the July and August heat rules out the beach at midday.

Madeira's strength is mild weather in every month, so a family trip in winter or spring is realistic. The toboggan ride down from Monte, whale-watching boats, the Porto Moniz aquarium and the seawater pools at Funchal's lidos keep younger children busy, and older ones can manage the gentler levada walks. The island is safe and unhurried, but there is less to fill a whole week with small children.

On both, most visitors hire a car, but the driving is different. The Algarve's A22 runs flat along the coast, and Lagos to Tavira takes about an hour. There is a slow coastal railway, and car-free stays work in the old centres of Lagos, Tavira or Faro.

Madeira's fast tunnel road puts most of the island within an hour. The mountain roads to the trailheads are steep and full of hairpins, though, and the buses are too slow for early walks, so taxis and guided transfers fill the gap.

Loulé's market hall and Madeira's hand embroidery sum up the difference: the Algarve sells produce and kitchenware, and Madeira sells needlework and wine. In Loulé, and at its Saturday market, look for cork, copper cataplanas, almonds and figs. Hand-painted ceramics are sold by the road near Porches, and flor de sal comes from Olhão and Castro Marim. For everything else there are malls and an outlet centre outside Faro and Portimão, and boutiques at Vilamoura's marina.

On Madeira the things to take home are linen embroidered by hand, as it has been since the 19th century, wickerwork from Camacha and bottles from the old Funchal wine lodges. Funchal's pedestrian streets cover everyday fashion, but neither destination has a luxury district.

The two cost much the same for a trip. On both, the cost is mostly the room and the car, not the food, and they get expensive at different times. The Algarve is costliest in July and August and in the golf enclaves around Almancil, so staying in Tavira or Olhão keeps it moderate.

Madeira's peak periods are New Year and Easter. The walking costs nothing, but car hire, clifftop resorts and guided canyoning or boat trips add up.

Neither is somewhere to plan evenings of music or theatre. Madeira has a little more year-round, with the Teatro Baltazar Dias and its regional orchestra, folk dancing and the spring Flower Festival. The Algarve's theatres in Faro and Loulé have modest programmes, and its best moments are summer open-air events such as Silves's medieval fair.

Both are restful in the right place and season, in different ways. The Algarve has resort spas between Albufeira and Quinta do Lago, the Roman-era warm springs at Caldas de Monchique, and yoga and surf retreats near Aljezur, though the central resorts in August are far from calm.

Madeira has no springs. It has a long history as a place to rest, quintas set in gardens, cliffside hotel spas and a slow pace all year.