If you simply must have five-star luxury and you just gotta be on the links, this Relais & Chateau country house just north of Funchal is the place to stay. Its 37 accommodation options—done in a modern take on country-style elegance, with comfy furnishings and floral-print drapes to match the bed skirts—are spread across the three buildings of a hunting lodge that dates to 1800. What's more, the property sits amidst an 18-hole, par-72 golf course that's not only immersed in parkland and a laurel forest, but also on the UNESCO list of protected areas. Non-duffers can content themselves with the pool, sauna, tennis courts, and other activities.

A 19th-century country manor houses the restaurant; the 43 guest rooms occupy one of those 1960s-style glass houses normally seen hanging off cliffs in the Hollywood Hills. The hotel's inside is equally modern, with rooms done up in sateen stripe bedspreads, highly waxed parquet floors, and clean-lined functional units—though there are wicker chairs on the patios to help soften all those sharp modernist lines. Standard rooms are all on the ground floor (patios open straight onto the gardens), while Superior rooms are upstairs with balconies or terraces. Also on the premises, an outdoor heated pool and a health club/spa with sauna and Turkish bath.

Just a kilometer from the center of town, this Quinta seems miles from urbanity as you stroll from your room, under the palms of the harborside gardens, right down to the sea. For your lodgings—smallish but inexpensive, with modular units and loud fabrics—choose between the romantic original manor house (high ceilings, casement windows, and a bit more classy décor) and the new, sea-view wing, where all the rooms have terraces or balconies (and where it's worth plumping for the sea view). Guests also enjoy a warmed seawater pool with a bar, restaurant, cocktail piano bar, and a billiards room.