Caribbean islands, with the notable exception of Puerto Rico, cannot even remotely be described as "gay friendly." If you don't want to go to Puerto Rico, I can recommend Bermuda (although it really isn't in the Caribbean). Bermuda has no true gay bars, but there are two bars that are gay friendly (the best is Casey's) and I met a few friendly local gays there. Bermuda is also conservative, but there is no open hostility that you might find elsewhere.