You do have to remember to give at least 24 hours for your item to arrive if delivered to a Hotel, if you want to pick the purchase up at the front gate when you leave you can do this the same day but do remember to go collect the package if you do this, one year we waited for the monorail to get back to the car park at Magic Kingdom late one night after fireworks ect, waited over 30 minutes to get on Monorail and then a lady panicked and said to her husband that they had forgotten to pick up the package and were going to stay on the monorail and go back and collect the package.
Just saves you the trouble if you can to get it sent to the hotel of accidentally forgetting.