Most of the NCEP data for March global surface temperature is in, and despite some cooling at the end, it still looks to be a little warmer than February. Probably less than May 2014, but higher than any other month in 2014 (or 2015). I'd expect this to be reflected in surface temps.
GISS's anomaly for February was +0.79°C, so my estimate of +0.86°C would qualify as "a little warmer." May 2014 was +0.78°C according to GISS, though September was even higher at +0.81°C.
If March meets my estimate, only three months would have been
warmer hotter (according to GISS): January 2007, March 2002, and March 2010 (in order).