Rhodes is one of the most southern islands in Greece and has a milder climate than the Cyclades and the islands and mainland to the north. Therefore Rhodes has always had the longest season of any of the islands, lasting from the beginning of April until the end of November. But you could visit Rhodes from December until the end of March and have a good time too. The city is large enough so that it does not close down in the winter. There are shops, restaurants, cafes and hotels open all year and though there will be a majority of days when it will be too cold to swim there will still be plenty to see and the experience of exploring the old city. 

If you were coming to Greece in the winter season and had to choose one island to visit then this would be the one, though you would probably fly rather then take the ferry, to avoid storms and sea-sickness, Even the hottest part of the day you could find somewhere to stay cool, either by the sea, in the shade in one of the many parks or in a cafe. Even the hottest days the mornings and nights are fine. When the summer meltemi winds are blowing the climate is perfect. I can't imagine it being any better in April, May, June, September and October but they say it is.