I have not experienced long waits to retrieve bags. In many stations they are available trackside almost immediately after your disembark. Some larger stations have inside baggage claims similar to airports. Those would take a little longer but are generally better than airports, timewise.

But yes, before you head to the station to check your bag, you should confirm on the timetable or by calling Amtrak that your destination station offers checked bags. Otherwise this whole discussion is moot. However, if you're going to Florida, any of the major cities would offer checked bag service.