The Bahamas is beautiful in May. It's nice and warm already, but summer's humidity hasn't hit yet. Poinciana trees are blooming... yet it's not high season yet.
Depending on what it is you're after, different islands offer different experiences. For a beach/resort only holiday Freeport is an option. For beach/resort with the benefits of a bigger city: Nassau. For boutique hotels and peace and quiet: the smaller islands.
I'm an aviation expert. I have Sky Juice for breakfast.
It is interesting that you are willing to conside going anywhere in the World! There have been some very good suggestions I think. I will only list places I have been or would like to go,
1. Malta. Although no sandy beaches I have heard it is quite a nice place to visit.
2. Madeira. Again no real sandy beaches but the small island of Porto Santo is a short plane ride away with a few beautiful beaches and Madeira has really nice walking if you are into that.
3. St.Baarts/St.Maarten. Who doesn't want to go somewhere in Fsx!
4. Djerba in Tunisia? I have been to Tunisia once and quite liked it once we got out of the hotel all the time! I heard there is an island called Djerba which is meant to be nice?
5. Vanuatu in the South Pacific. If you really want to go somewhere remote but still quite comfotable maybe head to Port Vila! When I was there (a long time ao) there weren't too many tourists though but there were some nice expensive hotels like Le Meridien and some smaller beach hut style places too which were cheaper. I only know from a long time ago though.