We did this on our recent trip just a couple of weeks ago. I had ordered the tickets too late for them to be shipped to us, and the CM suggested that I just pick them up at the Will Call window.
She gave me a number (actually a combination of numbers and letters) to use to pick them up and I needed picture ID. We did have a little bit of a problem, but only because the number was very long and had several O's and zeroes in it. When the CM read the number to me when I ordered the tickets and I repeated it back, she said "Donald" for D, etc. but on the zeroes and O's she just said "O." When I got to the window the castmember at first told me it wasn't a valid number, that they didn't have numbers anything like that. He said (in a polite way) that that could not be the number I had been given. I assured him that it was, and that since we had spent over $2,000 on the tickets, I knew he would be able to find them, which he did, by searching by my name. I would definitely do it this way again, I would just be more careful about making sure I knew exactly what the number was. When we read zeroes and O's they may look the same, but computers definitely know the difference!