Madrid weather and attire in early March

I am looking for advice on what attire is appropriate for Madrid in early March. I see that temps are in high 50s during the day and in the 30s in the evening. Is it rainy? Windy? Sunny?
Are jeans acceptable for women or by wearing them does one put on a flashing sign saying "American"?
What does one wear for the museums and sightseeing. Any advice is appreciated.
Thanks.
Tam12

Well jeans aint a problem at all. I where them the whole day. In March the weather will be nice. Perhaps occacialy some rain but not every day. For sight seeing be your self and iff you wanna prefend to be see as a tourist don't walk around with huge camera's around your neck :-)