OP - just keep in mind the weather in January. I know you said you are used to bad weather but still - people think of Spain and sunshine comes to mind...
Madrid can be cold in January, even snowy. Barcelona has better weather but it's unpredicable - you could be having lunch in the sunshine one day and buttoning up your coat the day after under overcast skies. The Sagrada Familia looks a lot more beautiful on a sunny day.
Valencia and Alicante are safe choices from a weather perspective. Alicante is also a good base for exploring some lesser known towns.
In Andalucia, I would go for Seville, Malaga and Cadiz is a really underrated town, easy to get to by car, with a rich local culture and great food.
You could also consider flying for a few days to Tenerife or Las Palmas in Gran Canaria. These islands have a lot to offer, and being closer to Africa you could really enjoy the outdoor lifestyle.