The street is called Rua Maj Reis Gomes but I don't think you'll find any action there during the day as it's far too public with lots of shoppers. It was dark when I was there and the shopping centre was closing. Anyway, good luck!
Wikisexguide says (FWIW)....
The main streets involved now are ruas da Carreira, Alegria, Major Reis Gomes and Brito Câmara. Prices usually start from 20€ and can go up all the way to 50€. Negotiation skills are important to get a good deal.