Spain: with the exception of Madrid (cold) and the North (wet), Spain is generally warm and pleasant in March. The best bet for a dry cultural experience is in the south, visiting the magical Moorish cities of Seville, (especially for Semana Santa celebrations the week before Easter), Cordoba and Granada, where the days are warm and the nights coolish. Barcelona too is a lively, interesting city, though it can be a little chilly/wet in March. Swimming in the Mediterranean in or even hanging out on beaches is no fun at this time.
Italy: The southern part of Italy has generally mild winters with blue skies, so Rome, Naples, Pompeii, Herculaneum and Sicily are excellent cultural targets, while Amalfi takes good care of those who need a scenic uplift. Venice is chilly, damp and foggy, but has an interesting, spooky quality and a wacko Carnival, and Florence has an especially colourful Easter procession.
France: The Côte d’Azur should be warm and getting a reliable quota of sunshine this month. Cannes, Nice, Menton, Monaco, St. Tropez – along with the delightful little towns such as Eze, St Paul de Vence – are all attractive, sometimes interesting, and uncrowded in March.
Don’t even think about swimming in the Med, but you could make a side trip to ski, around an hour away. The best ski resorts nearby are Isola 2000, Auron and Valberg/Beuil but there are many smaller resorts that offer low cost lift passes and are in easy reach for a day or weekend trip. More Alpes-Maritimes ski info. Skiing is big business in all over the Alps and Pyrenees in March, but north and southwest France will still be very chilly while a month in Provence will freeze tourists with irregular blasts of the bitterly cold Mistral wind down the Rhone valley.
Greece: March is OK in Athens; it’s warming up, crowds and pollution levels are down. Central Greece and the Peloponnese peninsula are loaded with sights, ruins and landscapes e. g. Meteora. The islands are gorgeous, though the it’s still chilly, the Med’s too cold for comfortable swimming and tourist/ferry services are limited.
Great urban spaces (apart from those selected above) that are always worth a wander even though cold and/or rain is always a possibility.