Different airlines/airports are going to have different color tags -- they're not always orange. But the overall point is important -- make sure you tell the gate agent you want to gate check the stroller, and do it well before the flight leaves. There is some paperwork involved, and you don't want to leave it until the point when you're in the jetway and about to board the plane. (NOTE: DON'T bother telling anyone at the ticket counter that you want to gate check the stroller. They'll act like they don't care and just tell you to tell the gate agent when you get to your gate.)
If you can picture a jetway, at the very end of it, by the plane entrance, the jetway gets wide and round, which leaves lots of room for you to pull over to the side and not block others from getting by.

It's here that you fold up your stroller, and you leave it there. A ramper (airport luggage handler) will use the external door on the jetway to come inside and get the strollers. He'll take them outside and load them into the cargo hold, the very last cargo to be loaded, because it's "last on, first off."
After your plane lands, exit the plane as usual but then pull over to the side once you're inside the jetway. Wait there for a ramper to bring your stroller up. They'll just leave them on the floor or against the wall, it's not like they call your name and wait for you to claim it.
Since you're flying to and from Orlando, believe me there will be several other passengers doing exactly the same thing as you.
I obviously don't know your exact situation, but I can't imagine there's any benefit to checking the stroller as you would your regular luggage. One of the great advantages of gate checking a stroller is that you can actually use the stroller within each airport, coming and going. Use it to wheel the kid, the carry-ons, whatever. It's very convenient.
ENJOY!
-- Eric
