We did it at the end of the trip. I'd always wanted to stay at AKL in a Savannah room (so this wasn't a cost savings thing!) and wanted to add a day onto our vacation. My kids are six and seven - the day is coming where animals aren't as enchanting and the AKL activities too babyish. If I did it again it would be at the beginning of the trip, but we found it was no hassle at all. We checked out of BWV and told the bellhop to send our luggage to AKL. Went to the AK for the morning. Headed to AKL right after lunch, checkin took ten minutes (not a big deal at AKL where the kids have so much to do right in the lobby). Had packed the swimsuits in the daybag. Checked in, changed into swimsuits. Luggage wasn't there yet. When we came back to change for dinner, called for the luggage and it came up in five minutes.
I do think you need to plan your day for a "change resorts" day. The night before/morning of we had to repack (which is why I'd move it to the start next time). And I wouldn't want to commando the park until 11:00 at night and then check into the new resort. Obviously, for us, the forsight to put swimsuits in a daybag was pretty key to it being a good day. But it wasn't much of a hassle, and let me do my AKL stay - which I really enjoyed but don't think I'll do again. However, I will do a subsequent trip with a one night stay at the Yacht Club (SAB for my kids without needing to book BCVs), the Poly (an old favorite) and the Contemporary (on my husband's list). And probably a weekend non-DVC, no kids, anniversary trip to the GF some year.