As to Terminals, it takes research. Assuming you are flying United from ABQ to DEN, then AirCanada from then on. In Denver, I believe you will be switching terminals. Toronto, most likely no terminal change. Not sure who you are flying home, so can't predict that.
Going to Athens, you won't see your bags until Athens, if flying United and AirCanada. Flying home, you will need to claim your luggage to go through Customs at JFK.
You will be "In transit" at Toronto, so you will do a passport check when you get off the plane. Just did it in Toronto in July...you do it on a kiosk, get a receipt, and you are allowed into the "In Transit" area. You will do Immigration/Passport Check (can take time) and Customs in Athens. Customs in most of Europe is the Red/Green system. After claiming your luggage, if you have something to declare, you go into the red line, if not, you go into the green line, and exit the Customs area. Usually very fast.
Coming home, you will have an extra Passport and security check at Athens. Then, at JFK, you will do Immigration, then claim your luggage, and go through Customs. After Customs, you will need to recheck your bags. How that happens will depend on how your ticket is done...same airline or not.