We have used DME when they sent the vouchers and yellow tags and once since they stopped sending them to the UK.
Personally I prefered it when we had the yellow tags as after customs I could drop my bags and not have to see them again until the room. We always took a small bag with essentials on the bus with us in case they got delayed.
Now although you don't have to collect your luggage for a second time, you just hand DME staff your baggage receipts from the airline, I don't like the idea of leaving my luggage in a public place for somebody else to collect.
I did quite like having the bags with us on the coach but what I didn't like was the 1/2 hour wait for them to come through to the second baggage claim, that really slowed us down.
Also the DME area is in a different area of the airport to where you collect your luggage for the second time.
Now it would be easier to take your bags on the monorail, but unfortunatley for us this isn't an option.
HTH