What is important about this record is how it fits a trend. It would be interesting but unimportant (kind of like the occasional record cold or snow we see in some locations are interesting but unimportant) except that it further confirms the long-running trend for warmth, and contradicts the denialist claims that temperatures have been cooling in recent years. I'm not sure if we need further confirmation of something like gravity, but it's been checked and it's still there. With Kerry and Graham set to unveil their new climate bill next week, I think it would be appropriate to make a big deal out of this.
The satellite sets don't yet show a record, but they measure slightly different things, and they're going up too. I wonder how long it will take people like Roy Spencer to continue reporting warming before they finally break down and admit what's happening. It would also be interesting to see what other surface record compilations give for their results on a running 12 month period.
Joe Romm has more about March temperatures at ClimateProgress.
UPDATE: Brad DeLong understands the value of emphasizing this record.