It's a bit of a gamble because these trips usually cost quite a bit (rightfully so) but there are no guarantees for sightings. Most companies have spotters on land that guide the skippers to where they think something is going on: whales, dolphin, birds feeding etc. Apparently bottle nose dolphins are spotted on most trips all year round in Madeira waters, but whales are more seen in July August. Time your trip accordingly. We went in early June and saw NOTHING. Not even dolphins. Apparently there was a whale in the waters when we went in but we couldn't spot it. It just turned into a very expensive 2 hour RHIB ride for us and we came back very disappointed.