If you are at a resort that has the ability to room charge, then I recommend that method. Easier than having to carry around cash or travelers checks. You still get to see every purchase made on the card, and can pay it off as you go if you want.
Do you have a reason to not use credit? Even if you cannot do room charge, most places onsite take plastic. If you do have a reason not to use credit, then do you have to pay a fee to get your travelers checks? That alone may be enough reason not to use them. You should be able to cash them on property, you may need to go to guest services or the resort desk to get it cashed. Either would work, but I would leave most of it in you room safe.