As a *general* rule of thumb - connections of less than 24 hours will result in baggage being auto-through checked. You can ask to have it short checked between destinations - some airlines may allow this formally, some may not and some agents may ignore that and do as they wish anyway.
Connections via the USA (coming from one international destination to a domestic or another international) are *generally* a collect and re-check situation, even without an over 24- hours stop. Again - there are exceptions to the rule.
If - however - you are staying overnight at any destination - your luggage will probably be returned to you at that destination (again - airport/location dependent).
For example - I did this:
LHR-HKG-MEL < 4 days> -SYD <2 days> -BNE-LAX-YYZ <4 days> -LHR
My luggage was checked all the way to MEL before being re-checked to SYD, where it came back to me again, before being sent via the US (and I can't remember if I collected and re-checked to be perfectly frank) and sent onto YYZ, then collected again.
So it worked exactly as I would have wanted. E.g. if I'm stopping, I get my bags, and if I'm not - I don't.