There are buses to and from Lisbon every hour between approximately 7am-10pm from Lisbon's central bus station. As of November 2009, a round trip costs 18-19 Euros and takes 90 minutes one way. From Fatima bus station, it is a short walk less than half mile along the streets with shops and hostals to the Church.
Do not go to Fatima train station; it is still very far from Fatima itself and the connection is bad.