Sintra, Fatima and Estoril are all completely different. Sintra and Estoril can both be easily reached by train. Here's a quick breakdown:
Sintra: Gorgeous but touristy. You will always run into crowds, especially at the most famous palaces like Pena Palace. The trip can get expensive since entry to the palaces can go up to 20 euros. Worth going to? Yes...but do your research so you can actually enjoy your time there. Very easy to take the train from Lisbon to here, I think Sete Rios station is your best bet here.
Estoril: Upscale beach town with a casino. Not much to do, but very pretty. I'd go to Cascais instead, It's a lot more lively. Also easily reachable by train from Cais do Sodre.
Fatima: Very pretty & clean, but boring. There's nothing really there outside of the church. However, there are some awesome towns nearby like Batalha and Caldas Da Rainha which are both really cool. I'd skip it unless you're doing a tour of Leiria. You'll have to drive, as far as I know there's no direct train and the bus takes forever.
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