Fun tip - and this applies in general - check out the Bag Night Challenge thread, and see what trips other members have done in early March.
A few ideas come to mind:
CRNP - there are a bunch of short backpacking trips near Hwy 24, say Spring Canyon, or even Upper Muley Twist down in the Waterpocket Fold.
One of the canyons of the Escalante, say the classic Coyote Gulch via Crack-in-the-Wall. Your feet will be wet, but that's life.
Zion - Coalpits Wash/west desert area (an old standby when everything else is too cold).
If you're flexible and enjoy trip planning, you can always make a higher-elevation trip plan (say, something on Cedar Mesa) for warm weather, and a lower-elevation plan (say, Zion's west desert) for cooler weather. Get the forecast a week out, and make your final decision then. Plus, then you still have another trip in the bag and ready to go next time you come back!
Anecdotally, we always have at least one gorgeous weekend in February (60-70f down there), and as you get into March, you get more and more of them. Never a for sure thing, but that's weather for you.