They'll transfer your luggage, if you want them to, and refrigerate those items which need to be. I usually bring an insulated tote bag for the refrigerated items, for some extra protection.
I'd pack a small bag with bathing suits and whatever else you mgiht think you'll need when you get to the next resort, in case you have to wait a bit, you can sit by the pool.
If you'll have a car, then I'd prbably just put it all in my care and drive from one resort to the next.