DME stops picking up tagged luggage at 10pm. So...if you are arriving at that time, or later, do not tag your bags. You will have to get your own bags. If you do tag the bags, they will not get to you until the next morning! There is no one there to take care of them for you at the airport.
The way the system works is this....as soon as tagged bags come off the plane, they are grabbed and put aside. Then, they are put into resort appropriate sections, then loaded onto the luggage trucks in the luggage bins. They go to the various resorts, where they await disbursal to the guests.
But...as I said, DME stops this process at 10pm. BUT....the buses run all night. They do not stop running at all. So, if you take a bit of time grabbing your own bags, it won't matter as far as your bus goes.
The thing to be aware of is this...you are arriving on Side A of MCO. You will arrive on level 3. You will have to go to the main terminal, via the tram, then go down to level 2 for your bags. Then, back up to level 3, Side A, where you will cross through MCO proper and head to Side B. This sounds like a huge area, but it isn't. So, now you have to go down to level 1, past level 2 baggage claim for Side B, to ground transportation, to get to DME. For those with no luggage in hand, it's no big deal. But, if your juggling checked luggage, kids in tow as well as some carryon stuff, it can be a long way.
I just wanted you to be aware of that one thing.