I think AA's policy with baggage is that it needs to be the same PNR. I know we have a thread here somewhere with further details. But even if you connect AA to AA on separate tickets, they won't send bags through, you'd need to go to baggage claim and then re-check them, which could be quite time consuming depending on the airport.
If you can, I'd try to find end to end flights on the AA website, and you should be guaranteed that the bags will go all the way through. Otherwise, allow enough time to deal with bags along the way.