I'm based in Florida, and we're taking our 2.5 year old (and 8 year old) to the UK in March. We don't mind the cold and aren't scared of a bit of damp, as we have done this trip before when both kids were younger. We are doing a farmstay for the first half of our trip (piglets and lambs, what could be better?), and then London for the second half. Renting a car and doing some exploring around the Cotswolds.
If you're hoping for warmth and want to go to Europe, Portugal or the South of France might be good options? Or if you want to stay closer, the Caribbean is lovely in the early Spring, there are so many family friendly resorts to choose from, and floating in the warm ocean was one of my favorite parts of vacationing pregnant.