The best months to visit are March and April or October and November. Winter will seem mild to visitors from colder climes, though January temperatures have been known to drop below freezing. For Mardi Gras (February-March), expect temperatures of 46-65 F/7-18 C. Winter can be rainy.
In June, July and August, be prepared for temperatures at or above 90 F/32 C and humidity that equals that of the Amazon. Pace your sightseeing if you go at that time, drink lots of water and dress appropriately—the humidity can be exhausting.
Hurricane season generally runs June-November, with August and September historically the most active months. Evacuation plans usually go into effect about 48 hours before a storm is expected to strike. The good news is that unlike tornadoes and earthquakes, hurricanes are usually known about well in advance—you should have plenty of time to leave town.