We did this a couple of times. Mostly because our luggage tends to get lost - it goes to Europe or Asia and we are in Florida or Texas.
So we packed up a box and shipped it UPS. Inside the box I put a label with my return address on it, a black magic marker in a ziplock bag and the rest of the roll of packing tape - so that I could pack up the box to ship everything home.
I shipped it about 8-10 days ahead of time so I could ship it the cheapest way possible and it was only around 18.00.
When it came time to ship it home. I packed everything up the night before (kept the few things we needed in a carryon bag) and took it down to the concierge desk. They weighed it, asked how I wanted to ship it home (I picked UPS) and how I wanted to pay for it. Very Easy!!!
Now my clothes are where they are supposed to be when I arrive and not sitting in Thailand or Germany where I have never been.
I don't mind having to pick up the box at the front desk and take it to the room - I would have to take the suitcase to my room if I would have dragged that from the airport.
Just make sure to put "hold for guest" and your name and then your arrival date on it.