Hi Heather,
Im doing OOT/Welcome bags as well, and you dont "necessarily" have to have the bags in the room before your guests arrive if you dont want to since that can be more tedious then easy at times. I decided to have a "meet & greet"/welcome dinner @ one of the resort's restaurants where Im getting married , around the 1st night that most my guests would be arriving- that way we can give them their OOT bags then. That was easier for me, cause I didnt hvae time to track everyone down to put in rooms before they arrive, plus it was too much trouble coordinating with the hotel staff to either let us in each of their rooms and I didnt trust they would take care of all of that themselves, so it was easier for me to just give them all at once time!
re: your 2nd question- since we are just giving them at the welcome dinner, we are taking the
2nd day we are there as well to pick up local trinkets as well for our bags. There is tons of places to get this type stuff on 5th Ave.. we are getting local candies, travel maps for each bag and hopefully a few coupons forlocal bars, etc in the areas that guests can use when hanging on the strip. I already have lip balm, suncreen, agenda/welcome letters and I also added a personalized thank you note( with each guest's name) for each bag. Hope this helps!! Just a different suggestion since the other way was too stressful for me! Gotta find other ways to make things easier for the bride!!