I was driving when we visited Faro train station from where we were staying in the foothills near Sao Brás de Alportel but it was easy to find parking in the back streets near the station.
I needed to check out the Faro bus station as well so it was very convenient to find that the train station was only about 200 metres along the Avenida de La Republica from the Faro bus station. I love old buildings like this one which must have seen so many travellers coming and going over the years. The picture was taken on a tranquil Sunday at the beginning of March this year, it was lovely and warm in the sun on the platform sheltered from the wind sweeping in from the sea just to the right of the photo.
The line from Faro train station runs just behind the bus station and then hugs the coast all the way to Vila Real de San Antonio on the edge of the very wide Guadiana River marking the frontier with Spain. Vila Real de San Antonio is worth a visit and as part of a day's visit, from there you could take a ferry across the Guadiana River and eat Atlantic fish and drink Barbadillo white wine in Ayamonte on the Spanish side of the river. OK the taste of the fish might only vary in the flavouring but at least you would have had a quick visit to Spain from Portugal and done a train journey and a ferry crossing all in the same day.
From Faro to Lagos in the other direction, the train line runs quite far inland and you only really near the beaches in the last few kilometres as you approach Lagos: the journey takes about an hour and a half. You can always do the return trip to Faro by bus from Lagos bus station if you are still feeling adventurous!
PS: You can now do online bus ticket reservations from the Costa del Sol to Faro through the gomarbella reservation system.