Though it has been quite a while since I've been there (over a decade)since no one else has responded I'll do my best to answer your questions. We were there in early March, so while technically winter, it wasn't quite the 'dead of winter'. However, we experienced quite pleasant conditions for the week that we were there--somewhat chilly in the shade, fine in the sun. From what I understand those are pretty typical conditions throughout the winter. I have no idea of where we stayed--a sort of bunkhouse about a block in from the shore. There is plenty of accommodation in town and winter is the 'dead season', so you should have plenty of choices, though I assume that some places completely close down for those months, Similarly many of the restaurants and other tourist amenities were 'shuttered' when we were there, however enough places--including the small supermarket, a few restaurants and bars--were open that this didn't cause us any problems. It is quite a small town--with everything easily accessible on foot.
As far as the climbing there are loads of crags of which we only had the chance to visit a handful. While some are reachable on foot having a car would surely increase your options. You asked for crags with 'moderate' routes--but I've found that different folks define 'moderate' very differently---but I'll assume that moderate covers 5.8-10. A short way out of town to the south--at the end of the shore road is the Cala Fuili area (please forgive any misspellings as I'm doing this from memory). Cala, as far as I can figure out, means 'cove' or 'beach' in the local dialect, while 'codula' means valley--so the Cala Fuili becomes the Codula Fuili a bit inland!!! Anyway, the area contains a good number of crags of different shapes and sizes with a wide range of grades including very beginner friendly low angle slabs to very impressive bulging walls full of climbs that are moderate only to the Ondras!!! As was typical of the area as a whole, none of the individual climbs that we did stood out specifically as 'must do' routes, but all offered pleasant sport and there was a lot to choose from. We drove to the roadhead above the beach to get there, but it wouldn't be a bad approach on foot. Because the crags are on both sides of the valley there will always be something in the sun or shade as required.
Further south along the coast--boat approach or long hike from inland)is the well-known Cala Luna. While very pretty I found the climbing in the 'moderate' grades to be very disappointing. There were many impressive hard routes in the caves along the beach (though very affected by dampness in most conditions)but nothing in the 8-10 range. There were some easier routes on the headland above the southern end of the beach in a very impressive situation, but while the moves on the routes were good the holds were so sharp as to subvert the enjoyment of actually climbing them. Maybe they've been smoothed off by now!!!
Along the shore in the other direction--and definitely approached on foot (the shore is interestingly covered by a mix of boulders of white limestone and black lava--a fascinating contrast)is the Bidderescoti Cave and surroundings. The area isn't as extensive as Fuili but still plenty for at least a day. The easier routes in the cave itself I thought were slippery flowstone experiences, so not particularly my favorites though interesting enough. However there were a number of better quality slightly harder but still reasonable climbs on the outer walls as well as a good number of very impressive harder ones. Further up the coast were some much larger, extremely impressive caves approachable by boat--but the climbs inside were well above what I could accomplish.
There are many more crags on the inland side of town, but the only one I climbed on was the impressive steep slab of La Poltrana. I found this to be an excellent crag with a good collection of routes from single pitch up to 3-4 pitches (maybe more) on the main slab. Though there was plenty of variety, much of the climbing was on small 'gouttes d'eau' (waterdrop pockets) similar to those in the Verdon Gorge in France. The multi-pitch Deutsch Wall is the classic route, though the upper pitches run into 5.11 territory. This crag is located right above the town so easy to get to without a car. Further up the mountainside and along the road into the town from the plateau above are many more outcrops full of routes, so there should be plenty locally to fill your time, but with a car there are other areas both inland and further down the coast to the south that look well worth a visit. We spent one day at one of the crags at Jerzu, which is a great location in the mountains though almost a 2 hour drive from Cala Gonone. Even further away, but still very worthwhile is the sunken valley of Isili---an excellent climbing area, though most of the routes are on the 'harder' side.
There is also a great collection of climbs in the SW corner of the island (Oligastra), but they are more spread out and accommodation is less convenient. We spent a second week in that area as well.
Finally if you have a car, you should use a rest day to explore the mountainous area inland from Gonone (the Supramonte)and particularly to visit the ancient ruins in the cave of Tiscali.
Hope this helps. Alan
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