I change resorts a lot. I usually hand my bags over to Bell Services/Luggage Assistence by 7:30am. Then, I head to a park for the morning. Then, around noontime, I usually head to the 'new' resort, and get checked in. My bags usually show up after 5ish.
If you aren't planning on heading to a park that day, I would just hang at the resort for a bit, then late morning, get a cab and head to the new resort, with your bags. Yes, it will cost you about $15 or so, but it is nice to have the bags with you when you check in and you aren't in a huge hurry since you won't be heading to a park.
Or, hand off the bags first thing, then relax and maybe go to DTD for the morning/early afternoon. Then head to the next resort, get checked in, and your bags will arrive later, after 5 or so.