Wintering in Spain

I've been in Andalucia, Barcelona, and Madrid in February twice in recent years, and once in March. All the sights are open as are all the restaurants and shops. The Costa del Sol is pretty dull though. Trains and buses are comfortable, affordable - if you buy a couple months in advance to get the highly discounted prices or if you are over 60 - then you can get a "gold card" and get 25% or 40% discounts on trains, depending on the type of train and day of the week. If I had to choose one place to settle it would be Sevilla because it is most central. If you split between 2 regions, choose the Costa Brava.

So many things aren’t up and running along the Costa del Sol in winter? We just spent the winter in the Algarve and we found that the town didn’t start to “wake up” until mid-March. We aren’t looking for lots of excitement. Just nice weather where we can have an outside space to relax, where hubby can cycle and where there are interesting things to see. What are temperatures like in Barcelona in the winter?

A few years back, I went to Ibiza for a week in February. The bicycle will very much be needed! The island is simply beautiful!

Mallorca is a cyclist's mecca. From wide open flats to steep mountain climbs. With the exception of Palma the island is relatively quiet traffic wise. The island attracts many cyclists from across Europe who spend their entire holiday clad in lycra. Weather wise the temperatures will usually average around 20°c and it will be relatively dry.

However, if you decide not to have a car then your options will be limited in Mallorca.

The Costa Del Sol will be similar in terms of weather and transportation will be easier but it's not the most attractive of areas for exploring.

I've been to Barcelona in February and I was in shorts and t-shirt but many were not, it depends on what you're used to and for me, 19°c and full sun in February was a vast improvement to what I left behind in England.

I would absolutely recommend Nerja in the Costa Del Sol! Its a lovely little town with nice beaches, restaurants and it's not too built unlike other main holiday destinations along the coast. It still retains its Spanish charm.
You can get buses to nearby cities such as Malaga & Granada etc, so its within easy reach of larger cities.
The nearby town of Frigiliana is very picturesque too and just a short bus ride away. http://www.nerjatoday.com/thingstodo/take-a-trip-to-frigiliana/
Rentals in winter in Nerja are quite cheap; €400 per month for a 2 bed place. Eating out is cheap too with a 3 course menu of the day for around 8-9 euros.
There's plenty of local walks to enjoy. For cycling, the road that runs from Nerja to Torrox and further along the coast is really nice as you are cycling right next to the beach.
There's supermarkets within easy reach such as lidl, aldi, mercadona, and supersol.
We found it easier to get a taxi straight from the airport to Nerja and would recommend http://nerjataxis.net/.
If you have any questions I would be happy to help :-)

Not closed up - after all even the locals go out to eat and shop. But you wanted interesting and I found the coast to be dull, as in uninteresting. You also mentioned intercity transportation, which leads me to believe you are interested in day trips or 1-2 night stays in other places. The coast isn't close to the interesting cities (Sevilla, Cordoba, Cadiz, Jerez, Arcos, even Madrid), just Malaga (very pleasant with several interesting sights) and Granada.