We've transferred twice. Both times went very smoothly.
The first was from All-Stars to OKW. This was actually the most convenient - we left our packed bags in the room and just left. They were moved sometime during the day.
The second was from BWV to OKW. For this one, had to call Bell Services to come get the bags (I suppose we could have carted them down) and groceries to be stored, then they were transferred to OKW sometime during the day.
As has already been mentioned, the BWV approach gave us another opportunity to tip a bellman. Also, had to wait around for someone to tag the bags before we could go to the park.
The All-Star approach was much nicer. Called the night before to arrange the move (told them how many bags), then just left in the morning on our schedule with the bags packed and waiting for pick-up in the room.
Jeff