The big advantage of Disney's Magical Express is that you wouldn't have to go to baggage claim and wait (and wait and wait) for your luggage. And you wouldn't have to deal with your bags at your resort in the wee hours of the morning, when assistance from bell services might be unavailable.
Pack carry-ons with anything you'll need overnight, including clothes for the next morning.
Attach the yellow DME tags to the rest of your bags before you check them at your home airport. To make sure you can sleep in the next morning, you might want to write a note on them with a Sharpie (or attach a separate tags) with something along the lines of, "Please do not deliver to room until after 10 AM."
When you land at Orlando International Airport, go directly to the DME counter. Don't worry; they don't wait for the DME motorcoaches to fill up before dispatching them. Chances are your motorcoach will be quite empty.
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