It's depending on what you will do. To visit Athens, it's a good time, you have less other tourist, it's not hot like in summer.. But in winter it is often rainy, windy.. If you will visit some islands by ferry, the ferries do not as often go as in summer. Because of bad weather conditions, ferries can be cancelled..
YOU WILL BE GREATLY DISSAPOINTED IF YOU COME IN FEB. CAN BE VERY COLD AND YOU WILL BE STUCK IN YOUR ROOM. NOT MUCH TO DO AND ESPECIALLY WITH SMALL CHILDREN, THE WILL BE A BIG PROBLEM..SPRING AND FALL ARE THE BEST TIMES TO COME. MANNY
I'd say both May and September will be a bit on the cold side, the best time to visit Greece is June or August. Greece in July tends to get overly hot, and is very crowded.