I think it depends on your view. I've done it but it is an inconvenience IMO. You must either lose a portion of the day transfering things or trust that all will work OK in the transfer. Remember, you'll have to check in at the new resort. OTOH, I've found it worth it to try out a new resort for a couple of days. Another potential benefit OR negative depending on your goals, is that if you intend to get the UMP, this allows (or forces you) to get it for only part of your stay.