Looking for some guidance if possible, pitfalls and ideas

Hi to all.
Husband and I wish to retire somewhere with a warm climate as Scotland is sadly lacking in good weather!
Spain may be in the mix but we have heard such good things about Portugal and I've not long come back from a 4 night stay in Lisbon (Aerosmith concert with daughter and a friend!!!) and loved the people, architecture, weather, food, especially the Portuguese tarts with Port for breakfast! etc.
Was thinking about the Algarve however want Portuguese neighbours too!
So much to think about, house, pensions, tax, medical insurance. Thinking about our first serious trip to look at an area and perhaps visit an estate agent in a few months time for maybe 3 or 4 nights as a start.
We like to be active, love gardening - well, not heavy digging!!, food, eating and cooking, films, meeting people  and generally want to enjoy our retirement keeping as healthy and active as possible - did our first parasailing a month or so ago!
Looking for some guidance if possible, pitfalls and ideas so please help if you can.
Thank you all