We used ME in October. We flew to Orlando from Winnipeg, cleared customs in Winnipeg, and therefore, did NOT have to collect our luggage in Orlando. We did not see our bags again until they were in our room at WDW. Upon departure, however, since we were flying back to Canada (obviously), we were pretty much with our luggage the whole time. Our bags were put in the bus we travelled to the airport in, and we were responsible for getting them to our security checkpoint at MCO. I'm sure if you don't clear customs until Orlando, however, you would have to pick up your own baggage from the airline's baggage claim carrousel.