Agreed. I went to Malaga for a couple of weeks on a last minute package deal years ago, think it was late January/maybe February time and had a nice enough time.
It's not somewhere I would've had on my 'to do' list, not somewhere I would've chosen to go, ordinarily, but I'd witnessed a shooting in the street outside my flat and the police were talking putting me into witness protection, so I basically went into a travel agent and said I need to get out of Dodge City for a couple of weeks, somewhere cheap and sunny.
I spent time on the beach and by the pool and also went on a couple of day trips, to Ronda (because of Hemingway's For Whom The Bell Tolls) and also to visit Alhambra in Granada.
It was warm enough to be t-shirt weather in the day and putting a cardigan on/taking a jumper when going out for dinner at night. Although it seemed relatively balmy to me, the Spaniards were walking round with coats on day and night as it was their winter.