You clear customs in SJU. Never flown that routing myself, although flown SXM--SJU--Orlando several times. Historically, SJU has a really bad reputation for baggage people stealing stuff out of luggage, so be very careful and pack nothing of any value in a bag that ever leaves your hand. This also includes carry on bags. Be careful you know where your valuables are in the carry on bag on the offchance that you will have to gate check a bag.