Spain / Sicily / Majorca / Sardinia can all be fine for winter touring. However they are not strictly 'winter sun' destinations (Morocco / Red Sea / Canaries / Goa / S Africa / Australia, etc), so together with fine warm(ish) weather you can get longer unsettled spells with quite a lot of rain. The ratio of good to bad weather varies from year to year, with some winters staying as crappy as this summer has here. Conversely, some winters, it's been good enough to get out cycling everyday in the Alicante area, for instance.
If you are on an extended tour, then you can often work with the weather, only moving on when it's good. But if you're looking for somewhere for a week or two, it's much more of a lottery. If good weather is a 'must' for these shorter breaks then a true winter sun destination is a better bet in Dec, Jan and early Feb, with the chances of things being better elsewhere improving steadily from mid Feb onwards.
But I have had some terrible Easters in Spain, but nice Christmases. But in contrast, Florida and Spain are the only places I've had a white Christmas recently.
PS: The Eastern Med, including Greece, Cyprus and as far west as mainland Italy, are much more influenced by more extreme winter weather pouring out from central Asia. Periods of really grim weather are much more frequent in these areas than further west where the maritime influence keeps things more moderate.
I like the idea of Majorca. Good for scuba diving as well which is something I fully intend to get back into (I am an advanced padi diver and did a week underwater on Menorca which was fun...specially the night dives....but it's been a few years since I dived).
I know what the Spanish weather can throw at you, I used to live on the Costa del Sol for 2 years and the rain can be horrendos....I remember some serious hail storms as well....but Andalucia is a beautiful place once you get off the coastal highway....places like Arcos de la Frontera are to die for....and the countryside there is beautiful, lots of wild flowers (except in the summer when it's like mars!)