There are endless coves, bays, islets, etc where you can drop the hook and spend the night. Look for anchored sailboats! Using an anchor symbol, the good anchorages will be shown on your chart.
For your very first trip, it can't get any easier than running across from Palm Beach (56 nm) and staying at Old Bahama Bay in West End on Grand Bahama Island. We LOVE this place and have stayed aboard our 2001 30 Marlin countless times and even for an 18-night vacation! One of the nicest Marinas in de islands Mon!
We've done about 30 Bahamas trips in our three Gradys so we know the drill very well. Bimini, Freeport, OBB, all throughout the Abacos..... been doing that since 1997.
Your 265 is more than enough boat for the trip. Look to go in June-Aug for the best weather and the lightest winds. July would be optimal. Look for a wind
forecast of 10-15 or less and seas of no more than 2-4. Early mornings both coming and going for the lightest winds. Look for East through West winds and stay away from anything with 'North' in it. That wind opposes the Gulf Strean flow and the waves will stack up.
I just got back from Bimini on Sunday and we paid $5.70/gallon. For anyone over there, try to never take on gas right after the fuel barge was there! Pumping a few thousand gallons into the fuel dock tank no doubt stirs up sediment in the fuel dock tank and you'd want to give that a day or more to 'settle'!
Buy any one of the Cruising Guides that are out there. All will have great info on just 'getting there'. The Abaco Guide by Steve Dodge is great if you are running to West End and a big one by Mathew Wilson for the Northern Bahamas will provide great info for running to Bimini.
Once you decide on your destination, buy a good quality chart of the area. Look at Waterproof Charts. These are great for familiarization, planning, etc but also as a back-up to your GPS/Chartplotter. For that unit, you will need the appropriate 'chip' to cover the northern Bahamas. They are about $300, but don't skimp!
Can't say enough about Old Bahama Bay!! OBB has everything right there! Customs, fuel, beach bar/restaurant, an awesome pool, stuff to keep the kids busy and happy, a great staff, a quiet and protected Marina basin, laundry facilities, dock showers, rest rooms, gift shop, etc, etc.
http://www.oldbahambay.com/home.aspx
Here a Report that I wrote up a few summers back when we stayed aboard our Grady at OBB over a busy July 4th weekend. This will give you an idea of what the place is like. The overall grounds are quite big. If you have Google Earth zoom down to see the layout. The photo they have on file is fairly old though.
http://forums.floridasportsman.com/showthread.php?4972-OBB-West-End-July-4th-weekend!
With regards to crossing the open waters of the Gulf Stream, you and your family will need to understand that for most of the trip, you will be out of sight of land. That makes some people nervous. You'll want to keep your eyes peeled ahead of the boat as there are 'things' that are floating out there that you can run into! Boards, pallets, trash, etc.
Also, you may have to slow down at some time. Running 25 knots into 2-4s is easily doable in your boat, but throttling back to 19-20 knots may be a LOT better of a ride for you and your family! Keep in mind that will make the trip 'longer' but more comfortable! Unless you have less than 2 footers, you most likely will take spray...... especially running into any wind. That is NOT a big deal but make sure that your wipers work well, have fresh blades, etc.
There's also no shame in slowing down to 6-7-8 knots or so if it gets sloppy. You'll still get there and the island isn't going anywhere without you!
I won't write about Bimini right now, but if you decide that you ARE going there, I'll add some info. Been going there for 26 years and we made 4 Bimini trips the first summer that we had the
HEY MON! We know it
very well and I was there last weekend......