We have gone in February 2006 and 2007. In 2007 we went from the 9-16 and it was great. Yes, there were a few gloomy rainy days, but more often than not it was great. There were just a few days where swimming was appropriate. However, there were ALWAYS people in the pool even on days when it seemed a bit too chilly.
This year we went the first 9 days of February....it was a little chillier in the beginning, but then the weather got better and it was QUITE nice. There were definitely good swimming days.
Even w/ the potentially gloomy days, it was well worth it for us to go at this time of year. We are not hot weather OR crowd people and so it was perfect. We'd much rather sacrifice not being able to swim.
Dress in layers. Wear a hoodie or sweatshirt w/ a t-shirt underneath and you can take things off as it warms up. Luckily we had a stroller w/ a basket underneath. We take a big variety of clothes down there with us, because you just never know.