Is air conditioning a must in May. We are coming down then and are looking at some places that only have air conditioned bedrooms. Would we be miserable during the day?

no, although I was thrilled to be able to go into the bedroom & dry off/dress after my shower. The breeze is usually from the front so if your close to the reef side of the island you shouldn't have a problem. If you were coming in july, it might be a different story as it can get much hotter by then. This is just my opinion & experience.