Well, in February, it may not even be warm in Nassau. Nassau is roughly on the latitude of Miami. We have been in Nassau in February when the temperature was a chilly 68 degrees!! I know the attraction of not having to take a plane flight to get to your cruise, but my advice is that in the winter, you're better off taking that plane flight to Miami or FLL or even SJU and going from there.
We love cruising out of Baltimore on Grandeur because we live in RIchmond, Virginia, area and it is so nice to have an easy sub-three hour drive to the port - can take all the suitcases we want - weighing whatever we want. In Baltimore, we just drive up to the luggage carts, pop the hatchback, and the guys take it out and close the hatchback. They do not even hit you up for a tip! We have been cruising every February on the 12 night that gets farther south than Bahamas - which are kind of cool in February - but perfectly doable. We really like the Grandeur - although old and smaller than the new mega ships, it has a great crew. As a matter of fact, I am typing this on Grandeur as we are traveling between St Kitts (which was great today) and Sint Maarten - which we are going to see tomorrow. Going to rent a car (using Elton at Rodael as both Mike at Unity and Lesley at Kennys recommended him for rental at port) and with another couple tour around a little and take a snorkel trip with Captain Alan - Paul. Kind of worried about what we will see on french-side generally.