Where would you go in late Feb-early March?

For art museums you can’t do much better than Madrid with its Prado, Reina Sofía, and Thyssen-Bornemisza Museum. There’s also a naval museum, anthropology museum, and museum of decorative arts. Toledo is a great place to wander around and since the historic center is on a walled hill, it’s hard to get lost. With two weeks you could also head down to Sevilla and Córdoba.

Nice: Chagall Museum, Modern Art Museum, Matisse Museum, day trip to St.Paul de Vence - Fondation Maeght, day trip to Cagnes - Renoir Museum, day trip to Antibes - Picasso museum, day trip to Biot Leger Museum
What do you consider a cheap price? I looked on Skyscanner and saw rts around $600 YUL - NCE. I don’t know if that’s USD or CD, but it sounds good to me. They are also showing flights on Air France, YUL - MAD, at similar prices. Those are booked with the airlines. Don’t even think of doing anything else!

Nice also has a good naive art museum and the Asian Arts Museum.

The Wikipedia entries for large cities nearly always include a climate chart with monthly summary data. You can use that information to see how many degrees of temperature you will be giving up by choosing a destination other than (for example) Seville.

Valencia's temperature averages are a smidgen higher than Madrid's; Madrid isn't especially warm in the winter. However, there's more to do in and around Madrid than in Valencia. Madrid has lots of world-class side trips: Toledo, Salamanca, Cuenca, Segovia, Alcala de Henares, Some of those spots might be chillier than Madrid, though.

How about open-jaw Madrid/Valencia? It's a little under 3-hour train ride between Madrid-Barcelona and Barcelona-Valencia. I don't think it matters much where you start. Orange trees may be blossoming already in early March in Valencia. I was there in mid-March and the scent was heady throughout the city. It's well-known for its modernist architecture (especially the market) and there are several sights worth visiting. MNAC is a great art museum in Barcelona and you can day trip to Figueres to see the Dali museum. Or round-trip Valencia and concentrate on Barcelona and plenty of interesting day trips.

I had good weather in Nice in mid-March and enjoyed spending a few days visiting the nearby towns, but I think Spain has much much more to offer.

Madrid. It’s a great underrated city. Wonderful museums, great people, affordable

I went in March a few years ago. Cool but not bad weather

Where would you go in late Feb-early March?

Any place with a festival or any place that knows how to party in cold weather.

https://rove.me/to/hungary/busojaras

I haven't been to Nice or Valencia, nor to Lisbon in many years. But I don't think you could go wrong with Madrid/Toledo, and with two weeks you could easily add Cordoba and Seville. Madrid to Seville is about 2.5 hours by train, a very easy ride, and Cordoba is on the way. I can't think of anywhere else in Europe I'd rather be in late winter.

My wife mentioned some budget airfares to Barcelona and one to Madrid.

We flew to Madrid a couple of years ago, and took a bus down to Granada to see Alhambra. Then we flew Vueling (cheap) over to Barcelona and took a fast train to Paris. That was a great trip.

We've been along the Spanish coastline on the Med twice, but we didn't care for it.

We do adore inland Spain where the cost of travel is very low and the travel sights are excellent. My wife liked it so well, she took her daughter back to Barcelona, Paris & London 4 months later.

Florida!!!

I am not wild about traveling to Europe in the Winter. Southern Spain would be my choice if you have to go at that time.

Otherwise, try Egypt or the Southern Hemisphere.