We just used ME on our trip a couple of weeks ago. Our flight got in around 6:30 pm and we brought our luggage on the ME bus with us (like above poster said, just don't put the yellow tags on it and retrieve it yourself). I just wanted our luggage right away so we could unpack and be ready for the next day! We have two young children that I wanted to go to bed at a decent hour and I didn't want to have to ask them to wait until the next morning to bring it to our room. (Probably just a control freak I guess.)
We did utilize checking the luggage in (and get our boarding passes) at the resort for the flight home though - it was nice to not have to tow our luggage around and not have to check-in at MCO. We just went straight for security.