Best place for cultural activities in Algarve

Hi there

I'm going to be in the Algarve during winter 2017-18 and am deciding where to stay. I would preferably like to live somewhere with an active cultural life.  Or at least close to one.

I'm especially interested in cinema and film festivals. I also like classical music, opera, ballet and dance, theatre etc.  Doesn't matter which language.

Is Faro (or Lisboa) my only option? Any other suggestions?

Thanks a lot.

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