Cabo Frio ’s main draw is its beaches. The closest to town and most famous is Praia do Forte. Its white sands are guarded by Forte São Mateus (Praia do Forte, 10 a.m.–4 p.m. Tues.–Sun., free), a stone fortress built in 1616 as protection against the region’s many pirates. In summer, the adjective “crowded” is an understatement: You’ll be challenged to see a patch of sand through the wall-to-wall bodies. And although the blue water is picturesque, the surface is a traffic jam of sailboats and windsurfers.
For a bit of privacy, head north a few kilometers to Praia Brava, whose rough waves attract surfers (and nudists), followed by Praia das Conchas, with its calmer waters and beach kiosks.
Praia do Peró boasts impressively wild dunes and a more urbanized stretch of beach with lots of kiosks where you can pig out on small local shrimp sautéed with garlic and lime along with other fresh seafood.
Although Cabo’s dunes are truly alluring, it’s not always safe to go wandering through them; check beforehand with the tourist office or locals to get the lay of the land.