There are two tourist bus routes in Sintra 434 and 435. They are circular, pass through all the major attractions, the initial and final stop is train station of Sintra. Find here their schedule and stops.
Attractions of Sintra
Pena National Palace
Quinta da Regaleira
Convent of the capuchos in Sintra
Montserrat park and palace
Seteais Palace
We did not visit the Moorish Castle (opening times and prices) and the National Palace of Sintra (opening times and prices).
If you plan to visit all the attractions of Sintra, you can buy tickets online here (except Quinta da Regaleira) and save some money. You can also buy all the tickets in any ticket-office.
Just keep in mind that will take at least two full days.
Getting there: By train to Sintra (http://cp.pt) from the Lisbon stations Oriente, Rossio, Entrecampos and others