I live near the Pyrenees and in fact we use to ride there on weekends, not very often in winter, because of the people that go to the skiing stations and the bad condiciones of the road, specially on the Frech side of the border, but it's GREAT from April/May to November.
The north coast and the northwest (Asturias, Galicia, Santander, Basque country) are also really beautiful areas with fantástic roads, and the same may be said of Catalonia and Teruel (East of Aragón, between Zaragoza and the coast)
Ride safe and enjoy it!