we ordered a bunch of stuff cheap, and also had an order from LLBean waiting for us...but we did it a few weeks in advance. When we checked in (CBR), they couldn't find our package, said it hadn't arrived. We had to track-back with the shipper and confirm "someone here signed for it on x date...". It took a couple of days, but it was there. And yeah, it saved us a bundle, as well as having little "surprises" waiting that we didn't have to pay resort prices for...I was glad, however, we had all the shipping info with us so we could track back.
It's a great idea, and we do it now whenever we go to the US. Had birthday presents waiting for ds last summer when we visited friends in NC...got better selection/price, and didn't have to carry them down!