What could you possibly need with boxes? Well, not so much if you're driving, but flying, it's a Disney shopping necessity! We buy a lot of junk. So much so that it definitely won't fit in our luggage (and, since the baggage handlers are the most trustworthy lot, I wouldn't dare put anything valuable in my checked bags anyway).
We ship a huge box filled with other huge broken-down boxes as well as packing supplies to Disney a few days before we leave. As long as you put your arrival date and put "guest", the resort will happily store the box until you arrive. Then, everything we buy goes in the boxes and then we ship them home from the resort's front desk the day of departure.
Granted, Disney will ship things home for you (and you don't have to pay sales tax if you ship outside the state of Florida, only the shipping charges), but they don't pack them well and things get broken (especially with our local UPS delivery people...I still swear they play bumper cars with the boxes). Disney will happily replace anything broken, but they ship out the replacement with the same low-quality packing (I've had a broken item replaced twice before I just decided to live with the broken item). I'd rather pay more to know I'm handling my stuff.
Besides, letting them pack it means that you don't see it again until you get home...a problem when you're grabbing things left and right and can't remember half the time what you've bought. Heck, I have that problem even when I'm controlling the shipping! I make it a point to keep all the pins together and un-bag them every night to make sure I don't have duplicates (and to remind me of the ones I already have).
I think, even if I only bought a few items, I'd still box them up myself and ship them home.