We just went to a wedding in Disney a few weeks ago. The bride did the same thing you did with the tags on the bags. She went to the front desk of each hotel and spoke to whomever was the manager on duty. She said that they had put a note in the computer for each reservation # that she was dropping a bag off for that there was a package waiting for them at the front desk. This was SUPPOSED to make it so the CM checking them in would notice it and get the bag to give to them. In some cases this worked....in others it did not. There were more than a few bags that people had to go back to the front desk to specifically ask for b/c they had not been given them at check-in. At least one bag that I know of was waiting in the room when the family checked in. It seemed like a bit of a hassle for the bride, making sure that everyone had actually gotten their stuff. She did not get charged any delivery fees or anything like that.
If you plan on having them handed out by the CM's at the front desk as she did, I would definitely reccommend telling all your guests ahead of time 'make sure to pick up your welcome gift at check-in'.
So as to us, we are not quite sure yet what we are going to do about deliving the bags for our wedding. I don't really want the headache of calling around to make sure everyone got their bags, but I'm not sure how else to get the stuff to everyone in an efficient manner, unless we have some type of welcome gathering or something like that. Anyone else out there with suggestions on this?