Ask the agent at your origin to take your bags straight through - although you'll have to claim them to clear customs, there won't be any need to go to another agent to check your bags. If you go to an agent at your international port of entry, then you'll be charged bag fees.

For those entering through YYZ, you clear US customs and immigration there. If you're connecting on AC, then you just clear US customs and immigration. If you're not, then you'll have to clear both Canadian and US. However, Canadian customs really won't care and will just waive you through. (That was my experience.)