If you are shipping something to the resort before your stay, I would plan for it to arrive one or two days before your stay. Depending on which service you use (i.e. UPS, FedEx, USPS) they should be able to estimate how long it will take to arrive there based on your location.
Ship the package directly to the resort that you will be staying at, and be sure to include the name the reservation is being made under, your confirmation number, and your date of arrival on the package so it can be held for you until you arrive.
You may also want to pre-pay for return shipping and have the label ready to go if you are shipping the items back home. Just include a roll of tape in the box on the way down so you can tape it back up before sending it back. You can drop off the package at your hotel's lobby/concierge, and they should be able to include it with their outgoing packages.
Hope this helps... although I haven't shipped anything there myself, I've considered it, and with the crazy baggage fees the airlines are charging now, I'll certainly be considering it for our next trip. Hopefully someone else on the boards will see this post who have shipped something to their resort and can give you a first hand account.