I agree with Mouse, we all stayed at Ocean Club Holidays, Club Oceano appartments in PDC, its about 600m from the swim start and transition. Lots of bars and shops nearby but its far enough away that its pretty peaceful. You get your own apartment and there's a nice pool, patio and bar for relaxing. Means you can do your own thing or socialise (whatever takes your fancy).
I thin PDC is the best location, does mean you need a car to register at La Santa, but makes racking, race morning and and staggering back afterwards so much easier.
I agree on the rain jacket, gloves, maybe a buff in the jacket pocket to keep drafts out of your neck/chest? Personally I wouldn't bother with leg warmers, bit of a faff to get on, I'm also not sure you'll feel the cold in your legs.
Decisions will also depend on your build, if low body fat, then err on the side of caution.