Disney aims to have your checked bags to you 3-4 hours after you arrive at the resort. If you have anything you need right away, put it in your carry on bags. All meds, a change of clothes, toothbrush, that sort of stuff. The rest, if you don't want to be bothered waiting up for it just tell the front desk to hold your bags. They will keep them until you call down for them. I also put the Privacy Please tab into the door for good measure.