I will be in Tucson in March and I would like to know what can one suggest as a must see and also are some parks there still closed because of lions. ?

Nothing is closed. that was just for a very brief period.

I have a list of dozens of things to see and do. But what I would comsider a "must-see" may not appeal to you. I guess it depends on what you like and don't like.

I can send you a list of suggested day trips you can do around Tucson, as well as things to do and see in Tucson. The list includes clickable links so you will be able to "visit" all the places before you come. If you would like the list, just send me an email.

Go to Arizona Desert Museum, beautiful situated in Saguara West NP.

The Arizona-Sonora Desert Museum, a private non-profit organization is not actually in Saguaro National Park West, but it is quite close to it. I also would consider the ASDM a must-see.

Check out Kartchner caverns. Go to their website and buy your tickets in advance as they sometime sell out.
Do a Tucson search on this Board. Other folks have asked about Tucson in the past.

Take the drive up Lemmon Mountain--it is spectacular. The southeastern part of Arizona is quite beautiful and there are several points of interest in your AAA Guidebook.