I have never had them delivered to my hotel, mainly because I order them very far in advance (before I spend the money on something else). I have read both good and bad reports on having them delivered (like the name on the package does not match the name on the ressie exactly, or packets being misplaced and not being available when you check in).
I like to have them in my hands before I arrive. That way I can photocopy the backs in case they get lost, misplaced or stolen. I also figure that anyone can lose those tickets but I'd rather be the one to lose them than someone else. But then again, when it comes to my vacations, I'm a real control freak.
In all likelihood, you will have no problem having tickets delivered to your resort. If the cost of shipping them to your home is prohibitive or you do not have the time between ordering them and date of delivery, then by all means arrange for hotel delivery or pick them up at the ticketbroker's Orlando office.