If you do not check you bags, do not use ME tags. You can take your carry on luggage with you to the bus and, as previously mentioned, it will be put on the bottom of the bus for you to collect when you reach your resort.
One of the magical things about DME is their luggage service. You can expect luggage to be delivered to your resort room within 3 hours after you check into the resort. It is always recommended that you bring whatever you will need for your first 24 hours with you in your carry on. If you intend to go to the parks upon your arrival, make sure you have everything you need and your luggage will be waiting for you when you get back later in the evening. If you arrive late at night, have what you need for the night and have your luggage delivered to you in the morning.
On the other hand, you are certainly welcome to go to baggage claim and wait for your luggage and then haul it to the bus to be transported with you to the resort. Once at the resort you can wait for it to be unloaded and then checked with the bell hop if you're room isn't ready.
Personally, we didn't have a problem waiting the 3 hours to get our luggage. Both times we have used DME, our luggage has shown up as scheduled without any problems. In fact, we weren't even in our room when it was delivered. We were off enjoying WDW!
