Thanks folks. its crazy but I did this 3 years ago and just cant recall what we did with our luggage on the way back :-)
On the way out I'm pretty sure we collected it but I saw this other thread where the checkin person insisted on checking it all the way through, however, because we are international on our incoming and have to clear customs I was pretty sure that wouldnt apply.
I'll post what happened in a few weeks time.