I just want to clarify a few little details here ....
Early on the morning of the day before your departure, you'll get a DME envelope hanging on your doorknob, telling you of your assigned DME bus pick up time to return you to the airport. It will be scheduled to be about 3 hours (+/- 15 minutes) prior to your flight departure.
You will have to arrange to get your bags to the resort lobby no matter what happens next. The best way to do this is to make an appointment with Bell Services to have them picked up at a certain time; make this appointment the day or night before, to be on the safe side.
Like I said, you have to arrange to get your bags to the lobby. What you do with them next depends on the airline you're flying home on.
People flying a certain few specific airlines (called "participating airlines") can use a service called Resort Airline Check-in. People lucky enough to use this service can check in their bags at the resort's RAC desk, and then not see them again until their home airport's baggage claim carousel -- think of it as curbside check-in, only at the resort rather than at the curb of the airport -- you get your boarding passes, too!
It's untrue that all of the major airlines participate in this, or that all of the airlines that participate are "major" airlines. For instance, USAirways and Southwest Airlines don't participate, Alaska Airlines does.
Anyway, if you are flying an airline that does NOT participate in RAC, you will get your bags to the spot where the DME buses pick up. From there, the driver will load them under the bus, and you'll get them back as soon as you arrive at the airport. From there, you take them to your airline's ticket counter or do curbside check-in, just like anytime you arrive at any airport (please note that DME drops off at the airport's Level 1, and the airline ticket counters are up on Level 3 -- there are elevators, don't worry!).
Let's say your flight is at 8:00 p.m. That means your DME bus will pick you up somewhere around 5:00 p.m. or so. Check-out time is 11:00 a.m. If you are using RAC, you will have checked your bags with them, but you'll still have your carry-ons. If you can't use RAC, you'll have your suitcases and your carry-ons to deal with. NEVER FEAR! Just have any and all bags stored with Bell Services, then go out and play for a few hours! Just be sure you're back in plenty of time to get your stuff back from Bell Services -- they get very busy at times and it could easily take 15-20 minutes; it could take 1 minute, also, but why take the chance?
By the way, the RAC desk is open from 5:00 a.m. to 1:00 p.m. You can't check bags/get boarding passes any earlier than 12 hours prior to your flight, and you can't do it any later than 3 hours before your flight. This means that if you have a flight departing MCO between 1:01 a.m. and 7:59 a.m. then you aren't eligible to use RAC no matter ehat airline you're using.
In this direction, from resort to home, don't forget to tip anyone who handles your bags, such as Bell Services CMs or DME bus drivers. Even the RAC folks are appropriate to tip, exactly the same as you'd tip a skycap at curbside check-in at an airport.