If you ever get the chance to fly into the Cote D'Azur airport in the off-season, try to glance down as you’re coming in and take note of all that Mediterranean water stretching out toward the horizon, and all those cheerful looking palm trees on the shore, and yes, the Alps there too somehow, all snowcapped in the background. When you get on the ground, odds are that you'll be struck with that strange sensation one sometimes gets when passing through resort destinations in the off-season: that post-apocalyptic feel of emptiness, that paradise in winter (if you call 50 degrees and partly cloudy "winter").
Though, the rainy streets of Nice will still have a certain charm to them, and in Vieux Nice you'll still find backpackers huddled inside at Wayne's Pub, and no one would deny that a pint on a rainy day has the potential for being a whole lot better than a walk on the beach, depending on your disposition. You'd be remiss, too, if you didn't take at least a cursorily stroll down the Promenade des Anglais, where your view of the sea and the grand old hotels lining it will be as devoid of herded tourists as it will be of the touring Victorian aristocrats who proceeded them.
Still though, if you've come this far, you'll probably go ahead and hop the #100 bus west down the coast 45 minutes to Monaco. (This bus ticket, implausibly, will set you back exactly 1.5 Euros. You could get down the coast in half the time if you took the train and were willing to part with a few more coins, but you might feel that you should go ahead and stick with the #100 and hold onto that currency. You'll need it where you're going.)
At .75 square miles, Monaco is a perfect little income tax-lacking, blind banker-having, Mediterranean paradise for that certain type of person who has the means to avoid taxes and a fondness for bankers who don't ask too many questions. And though you aren't this type of person, you'll find yourself a decent hotel room at a winter discount with a view that looks straight out onto the Port of Hercules. You'll have big white yachts with names like "Ester II" moored outside your window, and rows and rows more of them stretching out in either direction. You'll probably go ahead and go for a stroll along the docks as the sun is setting, trying not to be too obvious as you glance into the windows to see if their owners are really even there, or if this is merely a good place to store them so that they may be properly coveted by the masses. You won't linger though, as you'll have plans for the evening. There will be, after all, prizefighting in Monte Carlo that night, and you'll be attending.