I've used Magical Express twice (May 2008 and Feb 2010) and not had a single problem. In May, we arrived at about 10am and waited only about 10 minutes from the time we got to the DME check in until we were on the bus. 10 minutes later and we were off to Pop Century. Sure we lost a little bit of time, but the convenience factor and lack of cost made up for it. Our bags were in our room when we returned that evening.
On the Feb trip, we arrived at 9:30 pm, and waited even less time. We were the first stop getting off the bus at POFQ. We carried our bags with us because of our arrival time so that was a non-factor as well.
We were first stop both times so perhaps that has skewed my perception. My sister used DME last month to go to Wilderness Lodge and they ended up being the last of 4 stops.
In any event, I will continue to use DME seeing as my experiences have been positive thus far!