Luggage tags are included with your cruise documents, which you should receive at least two weeks before your cruise. The cruise line includes them, not your agent. This is unless you booked a "guaranteed" cabin category, which means your cabin may not be assigned until you get to the pier. In this case there will be someone on the pier with your cabin number and they will give you the tags. The porters won't (well, shouldn't) load your baggage without a tag on it. So - don't worry about the tags. You'll get them.
Embarkation isn't really as bad as some make it out to be. A good way to avoid the crowds is to simply not show up at the pier too early. Getting there too early means sitting around while they clear the previous passengers off the ship and then get the ship ready for your cruise. I have done this in order to evaluate things for my cruise reviews, so it was self-inflicted. However, even the worst case for me was around an hour or so of waiting. But this can mean lots of standing in lines that are herded like cattle through chutes.
If you wait and show up a couple hours prior to the stated departure time, you will most likely find no crowds and will be on the ship in mere minutes.