I've ordered from disneyshopping.com a few times and had it shipped to our resort, or to another hotel. With Disney, I just ordered 1.5-2 weeks before we left to make sure it had enough time, and then called the resort directly a few days before we left to make sure it was there. When it asks you for the name in the shipping field, I put my name and "arriving xx/xx/07" with your arrival date, then the name and address of the resort. Bell services will hold your package in the luggage room and there should be a note on the computer when you check in that there is a package for you. Bell services will bring it to your room for you. I think this happens a lot at Disney, because they seem quite used to it. I've also done it on other vacations, just called the hotel first to make sure it was ok to ship boxes, then same process.
Just make sure you leave room in your luggage to bring it all home!! And note that the toy Buzz Lightyear guns will tip off the TSA during baggage x-rays and they'll search all your luggage!!!