Not in autumn. :) Typhoon season can be rough (some years are calm and some years are definitely NOT) and the season doesn't officially end until November 30th. I don't like heat or beaches that much so I loved seeing the beauty of Okinawa during the winter. Cherry blossoms bloom down there in January and you can still enjoy all the land-based sightseeing spots at that time.
If you like to swim in the sea, late May or June are perfect. It is warm enough but not yet unbearingly hot. Golden week or just after it is very popular, but swimming is only comfortable in a pool. After GW is very quiet and is good for strolling along the beach.
I have visited in: Feb, March, May, June and July. March was too cold to do many ocean activities if that's your reason for going, then wait until May. May is warm enough to go swimming but not we did not encounter the tropical storms of June and July. I was told that on a four/five day trip -- expect one day to be washed out by rain. It's been true.