I went in late February 2 years ago. It was in the low 70s and sunny the entire time we were there.
I've never been to the Canaries, but it was quiet and a really relaxing vacation.
We spent 4 days there and I think I would have been happier with 3. We rented a car and drove all around the island one day and the other 3 days were just spent being lazy. I didn't realize before going, but it's a big destination among retired British people, so it was pretty quiet at night too. I thought it was lovely and we needed the down time, but I don't know if I'll ever need to go back.
However, we stayed here and that hotel was awesome. The only downside is that it was too cold to use the pool.
We went just before Christmas 6 years ago. It was mild enough to be outside, but not beach weather. DH and I have a very particular interest in Portuguese culture, but if not for that, I'm not sure I would make a special trip there. It struck me as similar to the Canary Islands except with better port to drink. The people were extremely nice, but I don't know how many of them speak English.
The Azores and Cabo Verde, however, are still on my list of places I want to see. Are they are on your radar at all?
I know there is a cruise or two that leaves from Barcelona durig the winter months and stops off in Casablanca, Canary Islands and Madeira.
We did this one year in the beginning of December, but they had changed the itinerary to skip Morocco, so we just visited southern Spain and Portugal on the way back. It was a nice chance to see Madeira and a few of the Canaries without dedicating an entire trip to any one place. I was especially glad to get to see a few of the Canary Islands, because I think I would have gotten bored spending more than a few days on any one island.
The itinerary was interesting, but it was definitely among my least-favorite cruises, because it was on a ship that had been designed for warm climates, and it was too chilly to be outside in the evenings. Also, it was back when you could smoke indoors both on ships and in most of Spain, so with the large Spanish passenger base it was almost impossible to find a smoke-free spot indoors. We ended up skipping a lot of the ship's activities because we couldn't take the smoke. I'm guessing that would be less of a problem now.
I did really enjoy Madeira, and I would have liked more than a day. Not a long trip, but something like a 3- or 4-day weekend would have been nice. The scenery is great and there are a few hikes that we would have liked to do in addition to the scenic drives.