We live in the ATL, and have a significant amount of experience flying from there both domestic and international.
Since immigration and customs for returning to the states is done in ATL, your flight in will land and park at the E concourse. You will go downs stairs, pass need to collect your checked luggage, then pass through customs and immigrations. This is for ALL travelers, connecting or not. It can be a little crazy, but we have never had a significant wait.
Following customs and immigrations, you are required to do a couple of things.
If ATL is your final destination, there is a carousel for those bags. Place bags there, and pick them up at the main luggage claim.
If you are connecting: There is a second set of carousels for those bags. You re-check your bags there, and they move on to your connecting flight. (We have friends that have connected through ATL on the way back from MBJ with us, and all was fine).
For ALL passengers, you will have to go through a security screening after placing your luggage on the carousels. This is because you have had access to your checked luggage. Please note, when leaving MBJ, you are permitted to carry on your liquor purchased from the airport. However, you MUST put any carry-on liquor into your checked luggage before being permitted through this security screening as they treat everything as being from an unknown source because you had access to your checked bags.
Just make sure you have space in your bags, and you will be fine.
Enjoy your trip.
E. Lee Cunningham
Social Technologist, GE