There are 3 sites to visit, just as davidmorgan pointed out. The quality of your visit will depend a lot on the guide you get. My advice is to stick to the guides that work directly for the museum instead of the "3rd party" ones. They can be good but I think with the museum ones you have less chance of a disappointment.
The Ribeira de Piscos and Penascosa sites are supposed to be superior to Canada do Inferno. A visit to Ribeira requires most walking but is worth the effort. In May we were the only visitors at the time there (while at Penascosa there were 3-4 full groups simultaneously the day before).
Even outside of the peak season you should make a reservation well in advance (I would say at least 1 week if you want to have a choice of a guide). Also the prices now are 15 euros. They have also offers for visiting in the night (more expensive accordingly) which sounds quite cool and also kayak visits.
Actually there are many more sites with engravings in the valley but these are difficult to access and you would probably need a local guide anyway to be able to find them.
Overall it's a special experience and unique place with some great quality engravings, well worth a visit, even if a little touristy.
(Also the name on this site is a little bit misleading: Vila Nova de Foz Côa is the name of the closest town, while the sites are located in the Côa Valley Archeological Park)
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