Absolutely, if I am departing late in the day I will just go ahead and book for that evening. I depart at whatever time I choose. FROM HOME THE NEXT DAY, I just call the hotel and ask to speak with the casino host. I pretend like I am still in the hotel, tell them my room number, and ask what they can do for me in terms of picking up charges. They tell me, I thank them, and usually they ask if I am checking out. I say yes, please go ahead and check me out. Of course, the hotel will expect additional play earlier in the trip to justify the final night's room comp, so if your play is light this will impact your future offers.
I use the same system when checking out in normal fashion in the morning--call down, ask what the host can do, and tell them I am checking out. You can even check on the TV system at most hotels to make sure charges have been removed according to your conversation with the host. I never stand in line to check out of any hotel either, I just leave. If you need a copy of your folio for any reason, again you can just call the hotel and ask for it to be emailed to you.
Finally, I know of no hotel in the world which will charge to hold your bags at the bell desk. If you are worried about this expense, a $1 tip upon reclaiming the luggage should suffice and save what I would consider the insane aggravation of hauling a suitcase around for the day!