Do you have to check a bag? Can't just do carry-on?

I would prioritize your options as:

1. carry-on only.
2. check bag through to final destination
3. Get bag from baggage claim, sleep in hotel.

I wouldn't advise just leaving the bag there to be picked up in the AM. At best you might lose a lot of time collecting it, and miss your flight. At worst, someone takes it.