While I do understand the wonderful reasons for using DME (not having to lug my bags around the airport) I do understand why others might not want to do that. I would still use DME even if they didn't deliver my luggage to my room. I love it because it's a painless way to get to WDW. I have used it with checked luggage, and it worked wonderfully, and I have used it with only carry-on. If you are arriving late at night, I can certainly understand why you would want to grab your bags yourself. My dh and dd are arriving at MCO at about 10:30 at night. But, since I arrive the day before, I will have most of their stuff with me. They will have carryon only. I would hate to have to wait until the next morning, or be woken up that night when they knocked on my door!
So, while most of us realize, and utilize, DME the way it is intended, there is no reason for not grabbing your own bags and bringing them to the bus yourself. If it makes you feel easier, then go for it!!! Just remember...don't put those yellow luggage tags on your checked bags!!! If you do, you won't see them again until you get to your resort. Those yellow tags tell the behind the scenes people to grab the bags and put them on the WDW bound truck. They never make it out to the public baggage carousel!!!