Your luggage should be checked through if the flight is on the same ticket. It is not like the US where you have to pick up your luggage at port of entry.

Pick either Brussels or Antwerp, they are a short train ride away and will be much nicer than staying at the airport. The Grand Place in Brussels is a 10 min walk, if that, from the Central Station. Lots of restaurants and shops around. Antwerp is very nice also.