Never, ever change at Atlanta. Every time I've been there, the queue for immigration has been so long that you'd think it would be for entry to Heaven, but it's actually damnation and just getting there feels like an eternity. Demons shriek 'NO CELL PHONES' in your face every five seconds*.
Changing in the US is horrible. They always lose my bag, which means you're left there, the last person in the baggage hall, watching the belt go around and around like you are in the saddest version of The Generation Game ever. Then you have to describe your bag to someone who might work for the airport, possibly the cleaner, which looks like every other case. You can offer them a picture of your bag (which looks like every other suitcase) but no, you have to go through multiple choice thumbnails till you end up with an identikit picture of a bag that could be anyone's provided it's blue and has wheels. They'll give a reference number which won't work. Two days later, with no preamble, after a week of phone calls you'll come back to your hotel to find the case just sitting there, waiting, like somehow this was all your fault.
That's if you make the connection, which if you don't you end up spending another three hours in the airport to be told 'no sir, it seems the next flight has filled up with people more important than you.' So you go to one desk, who send you to another desk, who send you to the next, until you think you might have have walked to your destination. Eventually, you end up in one of those bartonfinky airport hotels that was last refurbished during the Watergate era clutching a voucher labelled 'cannot be exchanged for alcohol' (they're ahead of the game, of course, in the UK we swap school meal vouchers for crack). Not without irony, you'll probably end up the middle of the crack district trying to get a toothbrush from the only 24 hour CVS you could find.
*despite this, someone – usually an American – will decide to have a phone call.