Here's a great comparison chart of most of the good ones on the market.
Portable Shortwave Comparison Chart
I owned a YB400 and it was OK but not great. I HAVE heard great things about the Sangean ATS909. Bob gives good advice (for a change!(G)), about using a lot before you leave. Getting your external antenna rigged right is half the battle. Check chris parkers frequencies on caribwx.com as he gives good morning reports for the Bahamas.
In most of the Bahamas...your VHF will be all you need as there are morning radio nets on in both the Abacos and Exumas. You will only need the SSB for weather if you head way down island past Georgetown.