Okay guys....where are you seeing that you don't have to ride the bus and stiill get luggage delivery? The last I knew, you have to be checked in at the DME welcome desk, and then your voucher is scanned when you board the bus. These two things are what prompt your bags being released for delivery. So...if you don't get on that bus, your bags are sitting at MCO. They go on a completely different luggage truck to the various resorts. If you are renting a car, you will have to grab your bags yourselves. Just be sure to not put those yellow tags on them, otherwise they will never make it out onto the baggage carousel.
As far as the bags being in your room when you get there...it would have to be the 'perfect scenario' for that to happen. That might look like this...you arrive at your resort at 2:30, your room isn't ready yet (official check-in time is 3), so you wander around, possibly go to a park..whatever. You call the number you are given at check-in, your room is ready. You head to your room, your luggage is there waiting for you. Of course, it is about 4:00 now.
There really is no possible way for your bags to be waiting for you if your room is ready when you get to the resort. The handlers have to off-load all those bags at the airport, then put them in piles for each resort, then they have to be loaded on a particular truck for a series of resorts, then driven to the resorts, taken off, separated yet again by name/room number, then delivered to each room. THis takes awhile...much longer than it takes you to get to the resort.
So....long story short...if you will be needing anything when you first get to the resort, you had best have it packed in a carry-on bag. That way you'll have it...otherwise you could be waiting an hour or so for those bags to appear. Others have actually told stories of having to wait 4-5 hours for their bags, depending on the time of day it is and how busy it gets.
No, you can not use the DME system to transport your luggage. You must be on the bus in order for your bags to get there...unless you have someone ride the bus while someone else rents, and drives the car to WDW. Have you considered renting a car on-site at WDW? THere are several places to do this.