You won't find anywhere with jetskis, kayaking (except in the rivers up north) dune buggies etc in March as the sea is too rough and too cold and there are not enough people. They don't happen until May at the earliest.
Even quad biking down here is probably out, as the ground is too wet under foot (under wheel?) but there are quad bike tours available in the Algarve.
As the previous poster said, Portugal is 400 miles long and if you want rock climbing and similar activities you are better off heading for Porto, which is 350 miles nearer the mountains than Faro. Up in those mountains in March it can be cold, wet and horrible.
Example - as I write in Albufeira it is 17C and fairly bright and sunny, up there it is 7C and raining.