It has been posted before that people had wanted to bypass riding DME, using it to just have their bags transported and then transporting themselves via towncar. This is not possible. You must check in at the DME counter, get your travel vouchers verified, and get on the bus or else your luggage will be left at the airport. DME buses are assigned to certain routes and only travel those routes. You must be on the bus and you must check in at the resort, give them your information for room charging, get some papers and your room key, (in other words check in) or else you are not checked in. Like the other poster said, if your park tickets are going to be on your room key, you'll have to get them too.
For that matter, do you really want to go to the park all day, return late that night, then check in, get your luggage, and wait for them to assign you whatever room might be left over for that day. You may not like your view of the trash dumpster. I would prefer to check in as early as possible and be able to request the view I want. You check in late and you'll get whatever's left over. I was at WDW this past January and also this past May. At neither time was I assigned the view I had requested, but because I checked in early the CM was able to check around and got me the exact views I had requested. I have no doubt he moved someone who had not arrived yet, in order to get me those views.