There's not much to see in Estoril, it's rather a quiet town with some beaches and old casino. There's a nice path walk along the beach that goes up to Cascais though, takes less than 40 min to walk.
I loved the Full Moon Party, but once was enough. Afterwards I'd prefer to stay somewhere a bit more quiet and Haad Rin Beaches are all about parties. So if you don't mind staying up late, constant noise, music, drinking etc - you're going to love this area!