Pride South Florida Pridefest, one of the largest Pride festivals in the Southeast, takes place in early March. It's one of the year's earlier Pride events, occurring during one of the best times to visit Fort Lauderdale, when northern parts of the United States and Canada are still a bit chilly, and South Florida is warm but not overly hot.
Fort Lauderdale's Pridefest comprises two full days of concerts, dancing (including a country-western dance tent), carnival rides and games, food, and all sorts of entertainment, but there are also several events on the Thursday and Friday preceding the weekend. Here's more on the events that take place throughout the weekend as well as information on purchasing tickets to Pride South Florida.
Note that later in March, just up the coast in Lake Worth, you can attend PrideFest of the Palm Beaches -
Lots of Fort Lauderdale gay bars as well as gay-popular restaurants, hotels, and shops have special events and parties throughout the week in Fort Lauderdale and Wilton Manors. Check local gay papers, such as Hot Spots Magazine and South Florida Gay News, for more on the local scene. Also take a look at the excellent GLBT site produced by the city's official tourism organization, the Fort Lauderdale Convention and Visitors Bureau.