Because of its relative proximity to the equator (about 6 degrees South), the climate in Bali is tropical with high temperatures throughout the year. Basically daytime temperatures in Bali are on average 30°C / 86°F. Sunshine is abundant and daylight hours are quite long with sunrises early in the morning and sunsets normally at around 18:30.
Bali only has a wet season, normally from September to February, and a dry season during the remaining period of the year. Even during the rainy season, Bali typically does not suffer from prolonged showers (as apposed to parts of Java) with downpours usually not lasting more than an hour and most often in the afternoon or at night.
The central mountain area in Bali however can get seriously cooler especially at night time so bringer a sweater is highly recommended...
Sea breezes can definitely bring relief to humid days in Bali. The winds that blow along the coast are soothing and offer that little bit of relief. There may be monsoons and landslides from time to time, but there are no other major weather disasters that could potentially impact your trip.
It is also important to figure out what you want to do in Bali, so you can determine what season is best for you. For example, if you are looking to scuba dive, you might want to travel during the dry season because heavy rains may impact your plans and forbid you from entering the water. However, if you are just looking to sit back and enjoy, then there is really no bad time to visit.