HDDR would be a great choice. We think the show is a riot. The only reason I would NOT pick it for a first night is if you are worn out from travel. Depending on how early you have to be up that morning, you might want a low-key evening. On the other hand, if you want to be up early the next day for rope drop or an ADR, you may not want to go to the late late show. If you are up for it - it is a very enjoyable show and dinner. I haven't done it personally, but I know the trip from WL to FW is very easy per reports here; still someone who has gone that way will give you a better idea.
If you think you may not want to risk it, 'Ohana is a lovely choice as is Kona. The Poly beach is an excellent viewing point for Wishes or the electric water pageant if you want to see either of them. I haven't been there, but I've heard great things about the Wave at the CR. That seems to be not as expensive as other places. Also, the Grand Floridian Cafe seems to be highly reviewed (again we haven't been there - but it is on our list!). This would allow you to stay within the MK area as well. And just at your own resort, the WCC has a fun experience. We've always enjoyed our meals there, but the reviews here vary greatly. I know you can see the EWP from WL as well. From the WL, you can boat it over to CR and take the monorail from there if you want to tour the area or get to any of the restaurants.
Let us know if you have more ideas or questions. I think skipping DTD and waiting until later in the trip is fine. Nothing gets me more "in the mood" than seeing the different resorts and the MK (even from the beach or monorail ride). That would set me up for a great first night!