We checked in as early as possible having stayed in a hotel halfway between the airport and the pier. Then after leaving our carry-ons in our cabin and grabbing a free bite to eat...we left the ship and explored San Juan just like it was one of the ports we were going to stop at. (Using the sail and sign card to get off and on.) I prefer doing it this way because I can leave the "extra" cash in the safe instead of bringing it with me....and all our important documents, etc...are safe as well.
However, to sort of answer your question...it depends on what time you get there...early the only place you can drop off your luggage is inside the building...then it might look funny if you turned around and walked out of the building again. Later, there will probably be more porters on the walk to the building.
