As is so often stated here....no matter where you are flying to, you should always have a carryon bag packed with essential items for a day. The airlines are more likely to misdirect your bags than DME is to lose them. With the new TSA specifications as far as liquids/gels in place, there seem to be many more options for travel sizes of most toiletries. So...pack what you will need...sunscreen, toothbrush/paste, swim suit, shorts/tee shirt, deod, travel documents, reservation papers, park passes....you'll be good to go to a park or to the resort pool, even if your room isn't ready or your bags haven't arrived yet.
Not only is it a time saver to allow DME to transport your bags, it's a money saver. If you grab your own bags from the baggage carousel, you should be tipping the bus driver since he/she stows them and then takes them out. Then, when you get to the resort, you'll be tipping the Bell Services people to deliver the bags.