I used to hold the same view until I realised it wasn't the case in at least 4 different airports that I've transited through on different tickets. Then I started looking things up online, more often than not (yet to see that not), you do not need a visa if you meet those particular conditions about holding a confirmed ticket out of the country within X hours (this varies by airport/region, but in most cases it's 24 hours).

As for the luggage issue, if the airlines do not interline, then the ground staff will assist with retrieving the bags and checking them with the airline you're connecting with. Domestic and low cost airlines are the culprit in getting this idea hard to grasp as they usually dictate a straight NO for interlining bags etc