Azores Riviera, just a little more south than the latitude of the island of Ibiza, which boasts the mildest climate in the mediterranean. Yet January mean air temperature here is 16°C, or incredible 4°C (9°F) higher than in Ibiza or 3° higher than at Paphos, Cyprus, which boasts the mildest climate in the Eastern Mediterranean.
Most amazing, it is less than 1°C lower than the temperature at Funchal, Madeira Island. (16.8°C), which is located also in the Atlantic and boasts the mildest climate in the world!

All data are averages for January in the 2001-2008 period of 8 years.

Azores Riviera: 0.5° C warmer then values recorded at Ponta Delgada Airport (15.5°C), 25 km to the west
2001 2002 2003 2004 2005 2006 2007 2008 [Year]
15.5 15.2 15.1 16.8 15.4 14.7 15.5 15.6 [°C]

Coast of Ibiza is similar to temperatures recorded at Es Codola airport:
2001 2002 2003 2004 2005 2006 2007 2008 [Year]
13.5 12.7 12.4 13.1 10.6 11.0 12.4 13.0 [°C]

Funchal city, Madeira Island:
2001 2002 2003 2004 2005 2006 2007 2008 [Year]
16.5 17.8 17.2 17.3 15.6 15.3 17.1 17.6 [°C]

Paphos, Cyprus
2001 2002 2003 2004 2005 2006 2007 2008 [Year]
13.3 11.5 14.9 13.0 13.6 13.2 13.5 12.0 [°C]

and have you checked out the price of flights to the Azores ?.