I actually asked a friend who manages a hotel about this very issue... he said at most properties, the bellstaff share the collective tips, and it's generally expected that on the way in you would tip the one who delivers to your room, and on the way out you would tip the one who delivers to your car. Either way, all of the bellstaff will share in the take.

This may not be true everywhere, though, so when in doubt, I just sit and wonder and don't do anything.