I'd avoid some of the places suggested in February, like Soller/Port de Soller, which are much better enjoyed in early summer, when you can enjoy lunch overlooking the bay or an evening sundowner. It's a bit cold to do that in February and some restaurants are closed. Some hotels etc will have building works going on before the peak tourist season.
If I was looking for actual winter sun to escape the cold of the UK I'd go to the Canaries but it's a bit far for a city break.
If I wanted it a bit warmer than the UK with culture, good food and lots to do I'd go to Barcelona, maybe to coincide with the carnival.
But probably, I'd go with somewhere that's totally set up for winter life, where it looks beautiful in the snow and frost, with lots of museums and lots of cosy cafes which you can retreat to from the cold.
If you go to somewhere like Rome, and haven't been before, then you're missing out on the joys of a coffee, aperitivo or lunch/dinner outside in a square, or picturesque street, which warmer weather allows you to do.