The easyest is from train to Cascais and then Bus or Taxi
50 Km from Lisboa
10 Km from Cascais
Train to Cascais if you stay in Lisboa
Bus or Taxi from Cascais to Guincho
Near the beach you don't have facilities to stay.
Many tourists that came with little bus stay there in the parks don't be afraid cause in the summer you will not be the only one and no problem wih the autorities they "tolerate".
Camping near
"Bar do Guincho" - http://www.bardoguincho.pt
Nice place to eat everithing, also a bar at night
Cascais is plentyof night life time in the net yu will find lots of information
You have it for all prices I will give you an idea in Euros that is almost the same amount in US$ you can eat for 8€ to 10€ in a normal restaurant.
Accomodation in summer you can arrange 75€ - 125 per day/person.
The wind can blow from 15km up to 40Km or more it's a very known spot to windsurf, i think that almost every years there are a world or european contest of windsurf / funboard
In summer cause the wind is constant August, Setember are the best months
Water is cold need a integral suit 14º 16º
Yes a big rock right in the middle of the beach
Only if the bech it's to crowdy
Some site with some information
http://www.portugalvirtual.pt/_tourism/costadelisboa/estoril/beaches.html
http://www.bardoguincho.pt
http://www.frommers.com/destinations/moreaccom.cfm?h_id=43436
http://www.aerial-pt.com/guincho.htm#Windsurf
http://www.orbitur.pt/port/guincho.html
http://www.strawberry-world-lisbon.com/lisbon/places/praia-do-guincho.html
Ideal very big, large with lot's of open space.