I always go on holiday in May (admittedly at the end of the month) and have always had lovely, hot sunbathing weather in the Canaries, Cyprus, Minorca & Majorca.
I came back from Cyprus at the end of last month and every day was warm, some lovely and sunny.
Apparently the week after I left it was scorching every day so I'd think that anywhere that far south, especially in May would be hot.
You may have got your answer, in May you really have to look at Cyprus or the Canaries. Go to www.weather.com type in a destination and it gives you the averages for every month of the year.