Can only speak for Lanzarote, we like Costa Teguise and IMO prices are very reasonable to eat and drink, some expensive restaurants and some cheap so spoilt for choice really, there are AI apartments but be aware they are basic so don't expect 5*.
Re: heated pools, never found a heated one, the description may say acclimatised but they are still freezing!!
I have to say if the weather is an important factor Tenerife may be a better option in February.
Caz