You will be able, in both directions to check your bags in to your final destination, therefore you will nto have to worry about your bags whilst in transit. However, ALL bags in Dubai are checked whilst at the airport, so be very careful what you put into it...

You will have a security check, where your hang luggage is screened before you board your second flight in each direction.

Make sure you collect 2 boarding passes when checking in from your departure point, this will save a small amount of queuing waiting to get another boarding pass in DXB