Went on the Benfica Stadium Tour which was excellent as you get to see so many behind the scenes areas such as the changing room, pitchside and press room. The Tour Guide was excellent and there were many photo opportunities. The Tour cost less than 20 Euros and included a scarf and fridge magnet, so great value.
For a raucous time, head to the North and South stands behind the goals and for a more sedate but still fantastic match, the more expensive East and West stands are where to be.