For connecting flights, you will not need to collect your baggage. They will handle your baggage and get it onto your next flight provided you have confirmation of the next flight. How long will your transit be and do you have any budget for your hotel stay? I may be able to recommend one or two that's near to the airport. Do call up the airport to clear any doubts. THIS may be a useful read and here's a similar situation..
Purplereef: Do let us know what you got in the end cos currently I'm also looking at the range of case/bag which I can get for the same setup =)