Sentido do Mar is a very pleasant restaurant right on top of the paredão (boardwalk) of Costa de Caparica. So, as you're eating, you have an amazing view over the beaches, the surfers, and if the weather is good (which is a big portion of the year) you can even see the Palacio da Pena, kilometers away, on the other side of the river tagus.
In terms of food, as almost every restaurant in this area, I advise you to go for the fish. And here lies your taste: Sentido do Mar has a very good array of options in Sushi, with good sashimi of white fish, fresh and very tasty, but also offers you what you can get uniquely in Portugal: the grilled fish of the season (depending on the month and what fishermen caught). I already tasted both options and I'm divided. Both are very good, althought expect to pay a bit more than the average on the grilled fresh fish. If I was a tourist from another country, I would definitely go for the grill, as sushi you can have anywhere in the world. But both products are of very good quality, and you can sense that the restaurant does everything to maintain the freshness of the fish.
Also, if you have a hole for that, try some oysters from Setúbal as an entry. You wont regret it.
In general, this is a very good restaurant, with good fish. My only concerns is regarding the service, very distracted, and the price. But remember. You are two steps from the sea...