Quite honestly you can still use Magic Express to deliver your luggage to your room without actually riding the bus to the resort.
Everything I have heard or read says you have to take the DME bus to get your luggage delivered. Which is okay because you can rent your car on property.
Alamo and National have locations at the car care center and at the Dolphin. You can call either one of those and have them pick you up and take you to get the car. Same thing for returning. I would suggest to set up the rental to drop it off at the airport unless you are flying on a paticipating airline. If you are you can check your luggage at the hotel for the trip home and skip checking it at the airport. If you are flying a non-participating airline you can still take the DME bus you just have to load your luggage on that bus and check it when you arrive at the airport. Participating airlines: Alaska airlines,American,Continental,Delta,Jetblue,Northwest, and United/Ted.