I've been to Marbella in February and it was warm when the sun was out and nice enough to dust the shorts off and expose those winter weary legs. Once the sun went down however it was a bit chilly.
Marbella is protected by a mountain range which keeps the chilly northely winds at bay. Outdoor swimming pools will not be open in March.
June however is sun, sun, sun. It's very warm but not August stifling. Perfect for those al fresco dinners on the balcony and evening strolls around old towns and market squares. Pools are open and The Med is approachable.
Nothing, however, can beat England in June!