After about 20 trips to WDW, and one time using Magical Express, I second the idea of just renting a car the day you arrive, one way, with either Alamo or National - pick up at the airport and drop off at the Dolphin. Remember - since you're driving few miles, you may either need to refuel and show the receipt or pay a small extra fee (this is new, at least Budget does this now in Orlando). Just search for the location on the rental car website to make sure you're returning to the correct location.
That way, you can stop where you want on the way (I like super Target) - and we don't pack toiletries, so pick them up as well as laundry soap.
I used garden grocer once (the same trip we used Magical Express) when we stayed at the BWI once, and were on the dining plan. It was a bit of overkill - the regular dining plan was more food than I had thought. One meal at the Boardwalk Bakery is a HUGE sandwich (enough for 2 people) plus a drink, side dish, and a pastry. We wasted some food too. So be careful not to overbuy!
You can get some good driving directions at
www.allears.net
I found Magical Express horrible. We only do carry-ons, so that wasn't a problem. It just was a lot of waiting in lines - well over 2 hours by the time we got to the resort. I considered getting a cab while we waited in line, but I had no cash on me! I didn't like it and would never use it again. I know my experience isn't typical, but I could have rented a car, driven to the store, and had checked in to the resort by the time our bus pulled up to the resort.