I've spent 4 winters in the Algarve. While they don't get the classic beach breaks of SW France (Hossegor, Seignosse, Capbreton), there are some excellent spots down there (the point breaks at Arifana and Zavial in particular). Also, when massive winter swells come on the west coast (i.e. too big to surf), drive 30 minutes to the south coast and enjoy glassy perfection.
Locals have no problem dropping in on you, however; not as civil as the French are in that respect, but can't blame them, spots can get crowded.