We've switched a few times, but rather than take the chance of delayed luggage delivery, we've just packed and stuffed our luggage into our rental car for the day, and then checked in our new resort.
Once the room was ready and we were able to get into the room early and unpack, The other time, we got the paperwork done first thing in the morning at the new resort, and just left the luggage in the trunk until we got back from the parks.
It really wasn't a big hassle if you have a car, and to me, it's not worth the risk of delayed or lost baggage. Nine times out of ten, I'm sure there is no problem, but who wants to be the tenth!!