Your luggage will arrive in your room several hours after your plane lands. Whenever flying, it is ALWAYS advisable to pack in your carry on luggage: medications, valuables, travel documents and whatever clothing will need for your first day/night at your destination (e.g. a change of clothes, pajamas, swimsuit, basic toiletries). This is in case the airline misdirects or loses your luggage (in 2005, those numbers were 3,000,000 temporarily misdirected and 200,000 just plain permanently lost).
Yeah, sure, you can leave the tags off and pick up all your luggage and drag it to the bus - don't forget to tip the driver - or you can do a small bit of planning ahead and take advantage of all the perks of DME.