It really depends. DH and I usually fly out early in the morning so we head to our resort and check in, dump our carry-on gear (our villa usually isn't ready when we arrive) and head to MK. If we arrive in the afternoon, our villa is usually ready so we head there, dump our gear, put groceries away and head to MK. Having said that, we have APs and before that we had tickets for our entire length of stay. Our big trip next Oct, however, we are arriving in the evening on a Thurs (why get up at 4am, may as well fly down after work) and we will probably just go to DTD to grab some dinner and then get to bed at a reasonable hour so we can be ready for the parks first thing in the am. However, it would not surprise me if we got in and if there is no party at MK that night we will probably go to MK. Everyone is different and some people like to relax on their travel day, hit the pool (if you are planning to do that, make sure you have your suit in your carry on if you are using ME). We usually hit MK because I can't stand not to ride POTC the minute we arrive. If you're up for it, I say hit the parks, but that is not for everyone, especially depending on the the type of ticket you may and what time you actually arrive.