And if the airline does lose it, I'd much rather find out while I'm at the airport picking up my own luggage and report it then rather than find out when DME doesn't deliver it! DME wouldn't know how many bags they're supposed to pick up for you, so they wouldn't know one is missing until it just doesn't show up in your room many hours later. Then I guess you report it missing through DME and they report it to the airline QUOTE]
As a matter of fact DME does know how many bags to look for. When you check in at the DME desk they ask you how many bags you checked and enter it into their computer, so if one was missing they'd be looking for it, even before you got checked into your resort.
I go to WDW 4-6 times a year and was one of the people who used DME the very first week it was in existence. Yes, I was one of the original guinea pigs.

I've never had a problem with it and my bags have always been waiting for me when I get back from the parks on my first night. In fact, I am using it this Saturday.

I'll be using it again in Sept/Oct and again in Dec.
To OP: I am naturally a cautious person, so I always pack extra underclothes, a couple of outfits, swimsuit, any valuables, and anything else I think I might need for the first couple of days in my carry on.