If you are visiting Valencia during this month, you will be able to enjoy one of the most famous festivities they have, Fallas. The last day of Fallas is called cremà and takes place the 19th of March at night.
This festivity may be interesting for you and you might want to celebrate it the same way as local people do. Fallas consist in building huge statues which are exposed in the city and finally burnt during the 19th of March at night.
There is no doubt that this festivity is very popular and millions of people go to Valencia just for this occasion.