On our day trip to Sintra from Lisbon, we took the Sintra line train.
We actually stopped along the way at the National Palace of Queluz, at the Queluz-Belas station. The palace is managed by the same organization as the attractions in Sintra, so discounts for combined tickets are possible.
From the Sintra train station, we took the Scotturb bus #434 to the National Palace of Pena. From there, we walked to each destination.
Even if you drive or take taxis, the attractions in Sintra require a lot of walking. There is, however, a free trolley at the National Palace of Pena which helps with getting from the entrance to the palace, if you’d like.
At the end of the day, we used the Sintra line again to return to Lisbon.