You can choose to get your bags at MCO and bring them on ME with you.
I was in a similar situation in October, arrived at MCO at 9pm and with 2 kids I wanted to have our checked bags with us rather than using the luggage delivery option. I just went to the baggage carosel first, grabbed the bags and then checked in with ME. The driver loaded our bags under the bus (yes I tipped him) and off we went.
Do NOT use the yellow tags if you want to pick them up yourself - recently, I tried to do just that, and the bags never came out on the carousel- the were pulled by the ME people before that.
We arrived on a 9:00pm flight - heading to Pop Century. - we finally made it to our room around 11pm - the bags didn't show up until 7am the next day. I called around 1am - and they told me that due to having no baggage handlers at that time - I could go pick them up myself, or wait until the morning shift came on. As I was travelling alone with a 5yo (who was snoring) - I couldn't exactly leave him in the room and trek to the front to get my bags.
I LOVE "lovetoscrap"'s idea - and will definitely use that whenever I use ME in the future. Jill