I go there a lot at different times of the year.......End of February can be quite pleasant if you're lucky.....16C to even a balmy 20C +...but sometimes can be a bit windy at that time.
Places to visit.......if you like shopping Valletta, which has a daily market too, and St Julians/Sliema are good too. Eating out, try the fish dishes as superb....Being just 50 miles away south of Sicily, a very strong Italian connection there so try the pasta courses too which are very tasty. You will, of course, need to go on a slighty diet when you return home lol.
Also if you catch the ferry over to Gozo, hire a car on Malta as in for treat....some lovely places to visit there..if you dive, which I do in the summer if there, some brilliant dive sites and wrecks..... would recommend to visit Azur Window at Dwejra Bay in Gozo, as it's lovely there and picturesque, they filmed the original Clash Of The Titans there. along with Force 10 from Naverone, parts Of Popeye, Troy and The Count of Monte Cristo on nearby Comino Island, which you can also visit at the Lagoon.
Back on Malta, Blue Grotto is a must and you can go out on a boat to see the caves.
Loads more to do, so I could go on.... and I wish I was coming with you. Hope you enjoy it, mayennaise. I'm there in April. :0)