Winter sun means different things in different places. The Canaries and Madeira are mild rather than hot, around 20°C, while Southeast Asia and the Caribbean are properly tropical. Decide whether you want to work in a T-shirt or swim every day, and pick accordingly. Also watch the calendar: prices jump around Christmas and New Year, so arrive in early December or after the first week of January.
Winter flights are cheapest in early November and late January. Storms in northern Europe and North America can cause delays and missed connections, so leave a buffer on long routes, and keep AirHelp in mind if a flight is cancelled.
On the islands a car makes the difference between seeing one beach and seeing ten. Localrent and Economybookings compare rental cars in Tenerife, Madeira and Málaga; book early for the holiday weeks. In Asia, a scooter rented by the month from BikesBooking is the usual way to get around.