Absolute BEST perk I think, haha. CMs are supposed to ask every person if they want it sent to the hotel or front of the park, but a lot of them 'forget' so just ask. I send every little thing back - last trip my mom and aunt made fun of me, but by the time you buy 5 or 10 little things, it adds up!
Not necessarily on topic, just slightly off, but a little tip I wanted to throw out there for anyone who wants to send stuff to the front of the park. (I used to work merch a few years ago) Typically you'll be told that you can't use this in the last 3 hours of the parks operating hours. However, if you ask nicely to a CM that isn't terribly busy if they can check and see if the last pickup has been made, they can go in back and check. If it hasn't been picked up yet, they should let you. I used to do that all the time when it was getting close. They need to leave a little buffer - the pickup people come in the backdoor so we rarely ever saw them unless we were in the stock room. They do a loop of the park, so depending on where the store falls in that loop, sometimes the last pickup is an hour and a half before park closes, or 10 minutes before park closes. So it can't hurt to ask.
Also, you can still have things sent to your room after last pickup if you don't need it the next day. It'll just sit in the stockroom until the first pickup the next morning so you'll recieve it on the 2nd day. Good to know if you plan on going anywhere after the park closes or simply don't feel like hauling everything onto the crowded buses.