We just sailed with GTY status 3 weeks ago. The porters have a cruise list, and your name and stateroom number is on it. They tag your luggage with your stateroom number when you arrive at the port and check your luggage with them.
On another note, we decided to pay for an upgrade once we checked in. Our luggage did go to the other room (the one that we were originally assigned) but eventually made it to our room (after we called guest services to inquire about it again)
Anyway, if you have GTY status when you arrive, don't worry--you will definitely already have a room assigned--and you won't need to carry your bags onboard with you. The porters will take care of it for you, and Disney will take care of getting it to your room.
Sue Ellen