Margalef is an absolute must. It recieves less wind than Siurana while being at the same altitude and it has some of the best rock I've ever climbed on (pockets pockets pockets!). There is a freecamping site by the dam or two cheap alternatives in town (refugio or tres pines).
We were there in early/mid January and were climbing without shirts in the sun. Cheap shopping is a 50m to 1hr drive away in Lleida. 50 min drive to a nice sandstone bouldering area called El Cogul now listed in the 2012 Lleida climbs guidebook (perfect for the colder days).