I have always taken my luggage to bell services at check out. The first time I did this, I called the front desk to ask what the protocol was. Although the CM didn't tell me that bell services would not come to my room, she made it very clear that protocol was to bring your own luggage to the front of the hotel. The moderate hotels I have stayed in always have a desk where, if you're early enough, you can turn in your tagged luggage, and you don't have to mess with it again until you get off the plane and pick them up at the end of your trip. I don't remember if this was available in the All-Star hotels. My DW and I have never quite trusted this arrangement (seems like theirs lots of opportunities to lose our baggage this way), so we've opted to turn our bags in to bell services, and they load it on your ME bus. Then you can pick them up when you get to the airport and check them yourself. There is also usually a REALLY long line to check your bags at the hotel, and you STILL have to leave your carry-on items with bell services unless you want to tote them around WDW for the rest of the day.
You can probably get bell services to come to your room if that is important to you, though you may have to verge on raising a (polite) stink. Stop by your resort's concierge near the beginning of your trip. If it can happen, they will make it happen for you.