We always do Mid January as a preference. Escape the Minnesota winter, seems to be a short lull in tourism at that particular point, so no waiting for seating in restaurants (not a big problem anyway). Also, since the tourism is a bit down, we got used to being able to negotiate rates for tours and so forth, and quite often just our party on the tour. Lobster and Conch season is open (big plus). Weather is good, hurricane season is well past. All this is assuming you only get to go once a year. Personally, I would go anytime I could get the chance. A year between Belikins is a terrible thing to experience.