I guess I see it differently than most others. To me, "playing it safe" is packing your immediate needs in your carry-on just in case the AIRLINE delays your luggage. I do this no matter where I fly.
Even if you decide to get your own luggage, I'd STILL advise you to pack your dinner clothes in your carry-on. It's just the safest way to do it.
But for the sake of argument, let's just say that you're wearing an evening gown or a suit of armor or something else that absolutely couldn't fit in your carry-on. In that case, you'd be foolish NOT to get your own bags. They say bags are delivered about 3 hours after you arrive at your resort, not three hours after you arrive at the airport. In a best-case scenario, you're at your resort around 6:00 p.m., which means even if your bags are "on-time" they could arrive at your room at 9:00 p.m., which would make you either miss your ADR or attempt to eat at California Grill in your underwear.