Yes, they are, but you could also buy tickets when you check into your hotel or resort (all of the off-site hotels sell Disney tickets).
I bought my annual pass at the EarPort store in 2004. I went straight to the store from the gate, got my pass, and then went down to baggage claim, only to discover that all the baggage from my flight had already come through. Luckily, unclaimed bags from Southwest are put outside the SWA customer service counter for a while before they are locked up in back, so I found my suitcase without too much trouble, but I don't know how other airlines handle it.
If you're just getting a one-day MYW pass, I'd say wait till you check into your hotel.