Your first problem is getting there on a schedule. You don't want to cross the Gulf Stream
if there's any north in the wind forecast
(e.g. NW, N, NE). The wind
blowing against the Gulf Stream current
can create steep sided waves that are quite dangerous. Northerlies are frequent from December to the end of February. It is not uncommon for boats to sit in Florida
for over a week checking the weather each day for a safe weather window to cross. This last winter was especially bad. I heard of some boats that just gave up after waiting for weeks in Florida.
You have the same problem crossing back. So in this season you could spend three weeks of your vacation
waiting for your crossing windows. And the Bahamas
can be quite cool in this season. You'll occasionally see a local wearing a ski parka in January in the Abacos.
By March the northerlies are rare and the southerlies return and it becomes warmer. Almost everyone likes to be in the Bahamas in March (including spring break people) so it can be crowded
April tends also to have lovely weather. Cruisers start to go home in April and crowds go down. Some cruisers have insurance
policies that require them to be as far North as Virginia by June 1 hurricane
Late April to May may be the best combination of good weather and low crowds. But many cruisers have left so there isn't as much social fun -- if that's your thing.
June-July is when lots of sport fishing
boats come from Florida
August - October is low season. Many places close. Hurricane risk. Humid.