I have never, and will never, get my own bags. THat defeats the purpose of DME. It's all about that luggage handling for me. There are times when I have carryon only, so that goes with me, obviously.
I hate it when I see families lined up, in the bus line at MCO, with all their checked bags. And as I watch, in amazement, they stand there, afixing the yellow DME tags to their bags while in line. Do people even bother reading the info material in their packets??? Ah well. When guests bring their bags to the bus with them, it slows down the process for everyone.
Of course, there are legitimate reasons for bringing their bags...perhaps they stayed overnight at an airport hotel, or they are international and didn't want to hand their bags over. There are good reasons for bringing bags with you...but for the vast majority, it is simply easier to let DME handle them for you. Pack what you need for that first 6 hrs. of your stay in a carryon bag. It really works out great that way.