The train to Sintra is only 2euros each way, but the costs add up, so it is definitely possible the tour is cheaper than doing each site it take you to on your own. The bus which drives around Sintra is 5 euros and each site charges admission ranging from 7 to 12 euros.

On the other hand, I found so much to do in Sintra that we went back a second day, and really enjoyed wondering around the sites and the surrounding forest at our own pace. If you take the tour, you won't have that flexibility.