Ive also done the Athens to Rhodes thing with Olympic (three times) and its a pain but not overly problematic. As long as you dont mind changing airports from the International to the Domestic (this may have changed by now I am talking 10 years ago).
Then you can expect delays. Basically write off that day and if you get lucky you may get to Rhodes before midnight.
There is also a ferry service (Dodecanese Roditis Ferries) that runs from Bodrum and a couple of the other Turkish port cities, I've docked alongside these ferries and they arent as bad as the phrase 'Turkish Ferry' suggests. Personally, out of the two options, I'd try the Olympic airlines thing.
Failing that see if you could get a flight into one of the other islands that has a ferry service to Rhodes (Symi does and there is another I think) but that might be as difficult as getting to Rhodes directly.