As has already been noted, be sure to be ready to tip your driver. I realize the all DME info says that gratuities are included, but that does not apply to those bringing their luggage to the bus!!!
I only recommend that people get their own luggage late at night, otherwise it slows down the whole process. DME is built to get you to the resorts as quickly as possible. When guests bring their bags with them, to the bus, it takes the driver that much longer to get ready to pull out at the airport. Then, it takes him/her longer at each resort since the bags have to be pulled out, and disbursed to the guest.
But, when arriving late at night, it makes sense to get your own bags and bring them with you. But...be sure to still pack a carryon bag with those things you have to have to start your vacation. Your bags can be misdirected by the airlines, so you need to be prepared. You stand a much greater chance of the airlines misdirecting bags than DME doing so.