This time of year is pretty slow. Your best bets during winter are the big cities, Taormina, Nicolosi and the archeological sites (Agrigento and Siracusa). I previously lived outside Catania, but found Palermo to be a little nicer city; though Catania has improved much the past few years.

Last summer when I was there we stayed a couple days at the Sheraton in Aci Castello right outside Catania which was nice during the summer time and dirt cheap points wise (3k a night). Aci Castello has some good restaurants in the area.