I'm going in mid February and it will be my first time in February.
I've gone in November, December, early January before and I can recall a couple times it was pretty chilly.
Even when it wasn't it still wasn't too hot even when the highs were in the 80's because it seems like the high hits mid afternoon and then as soon as the sun starts going down again it becomes chilly immediately.
I've recently started getting into wearing leggings so my plan is black velour leggings, t-shirt, and one of 3 jackets that I will decide upon each day. Either a very lightweight Danskin zip up hoodie from Walmart, a Disney zip up hoodie, or my North Face Oso hooded jacket.
I figure the leggings shouldn't be too hot even if the temps do climb in the afternoon since it will only be for a short time.