I have heard horor stories about the Disney Magical Express like not getting bags for hours after checkin. Plus i do want to stop on the way in to get some "supplies".
Yes, it does take several hours for your bags to arrive, and depending on your travel style depends on whether that is a horror story or not.
For us, it is no problem. If we arrive in the middle of the day, we just drop our carryons with bell services and head for the parks, our bags have always been waiting for us in the room when we return several hours later.
When we arrive late at night, we just have what we need to go to bed, and also what we need to get dressed in the morning in our carryons and request our baggage be delivered sometime the next day after we head out in the morning.
As far as getting supplies, we don't need much and usually stop by the Hess Station across from DTD and pick up some water, soft drinks and beer, which are priced at "real world" prices.
Alternatively, there are several very good grocery delivery services, that will shop and bring your supplies to your resort for you, for a nominal delivery fee (10 - 30 dollars).
www.gardengrocer.com looks to be a good service from what I can see on their web site and also from stories here.
Also, with the USPS flate rate Priority Mail shipping box, I can also ship those larger bottles of toiletries to my room that don't fit in the "TSA-approved" zipper bag.
Now, if you would be more at ease collecting your own luggage at the airport and taking a private car service, and shopping yourself for your own "stuff", then by all means.
It is your vacation, and as my daddy says "free takes care of a whole lot of ugly", my hubby says he'd rather pay extra for something to get better service. (So I get to be the mediator, and try to do something in the middle

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