We are also thinking of trying this for the first time. We always rent a car, and so have always just popped to the store on the way to get a few things. This time we are getting in a little later than we normally do, and also need fewer things since we have a shorter stay so I am thinking it might be worth it to just do a small order from them.
That said, can we time it so that the order is there when we arrive? Will bell services accept the delivery if we are not there? How does this work?