Short version: On a 8 day trip to Ibiza, my luggage didn't arrive until the 5th day. I purchased the essentials and kept all receipts. Upon returning home I put in a claim along with a lengthy letter about trips back and forth to the airport,etc etc. Bottom line Delta gave me a $500.00 flight voucher and reimbursed me for all of my expenses another $350.00. Be persistant and firm but not nasty and you'll probably be reimbursed for the inconvenience they caused you.
Now that Delta has merged with Northwest, if you know you're going to have to connect, you can avoid the Atlanta airport by flying back on what is technically Northwest through Memphis or Minneapolis. Just an FYI, as Atlanta customs is notoriously awful.
YES! We just returned from CN last month and Delta "lost" the luggage on our way down. Never had a problem with luggage ever on other airlines and this was the first time in a decade we used them. Only reason we flew them was they were the only flight that gave us more time down there. Didn't happen. We actually got there much later than other flights we could have taken at a more local airport. Not only did we lose time with the flights but also at the airport filling out all the paperwork needed to locate our bags. Never again with them. EVERY flight there and back (connections) had a delay for mechanical problems. The tow bar to push the plane from the gate had to be fixed on every flight. All around, service was bad and we're done with them. However, as other people noted Couples did everything to help out giving us needed supplies to get us thru until the luggage arrived. We will only bring carry on from now on. (Wife will just have to pack less shoes.) LOL. Do pack a carry on with enough things to get you thru a day or so, you'll need it! Good Luck.