Bahrain has a hot desert climate, and timing your visit matters. The best months are November through March, when temperatures are a pleasant 20-25°C and the humidity drops to bearable levels. This is peak tourist season and when outdoor activities are most enjoyable.
Summer (June through September) is brutal. Temperatures regularly exceed 40°C with suffocating humidity, and even short walks outdoors become unpleasant. If you visit in summer, expect to spend most of your time in air-conditioned spaces. Hotel rates drop considerably, which is the one upside.
Spring and autumn (April-May, October) are transitional -- warm but not yet unbearable, with occasional sandstorms in spring.
The Formula 1 Bahrain Grand Prix, usually held in March, is the biggest event on the calendar and draws crowds from around the Gulf. Book accommodation well in advance if you are visiting during race weekend.
Ramadan shifts dates each year (moving roughly 11 days earlier annually). During Ramadan, the pace of daily life changes -- restaurants are closed during the day, and nightlife pauses. The evenings come alive after iftar, though, and it can be a fascinating time to experience local culture. Just be prepared to adjust your own eating and drinking habits during daylight hours.