I'm not suggesting that you would want to leave the Algarve, but if you are here and you do want an island break - or if you're on Madeira and want to visit the Algarve, you could avail yourself of the ferry service which runs between the Canaries, Madeira and Portimão.
The Spanish ferry company Naviera Armas has officially confirmed that service will continue after September. This is due to the success of the service, seen in less than a year. The ferry company is even planning to introduce a second ship on this route next year and to make two weekly trips starting from May.
The decision to extend the service has been made because of the great success the line has had - started only in June this year - having shipped already more than 14 thousand passengers.
Having been converted to ferry travel, making the last dozen or so trips between the UK and Iberia by boat, I'm certain that when we do visit Madeira it will be done by sailing, not flying. Boa viagem!