One could consult a grammar or style book, but let's take a different look at this question.
The other day, I was out for a walk when I noticed the following sign hanging in a store window:
We sell t-shirts and CD's!
Adding an apostrophe to CD but not to t-shirt seems strange. (Well, adding one to t-shirt is wrong in the first place!) The store needs to standardize their apostrophe use here. And since writing t-shirt's is wrong, the correct thing to do is to change CD's to CDs.
Whether this example can be generalized is another matter; nonetheless, it seems to me that writing CDs or ATMs or the 1930s is simpler, shorter and more visually pleasing. This rule also makes more sense when used with other plurals, as detailed in my example. So my vote is for ATMs.
(N.B.: many style books agree that ATM's is also correct, and I don't wish to imply that it's wrong. All the same, ATMs seems somehow more correct.)