Estoril and Cascais are literally joined at the hip. Sort of like Grafton Street and O'Connell street. Cascais is lovely, great restaurants, pubs, marina, park. It even has a large supermarket if you want to go a bit cheaper.
We stayed at the Hotel Equador that has a small kitchenette in the room. It is situated above Cascais, about 20 minute walk from town. The hotel however has a bus service to/from the town centre hourly. I don't have their website address but I see that [broken link removed] are featuring it. Don't know about the GP but it has a train station easy enough to get to whether you stay in Estoril or Cascais. Cascais has more of a village feel to it.