Hi Ed,

Welcome to the board!  :-)

The URLs that we generate with URLFOR() and $Action mimic the standard salesforce URLs.  In my quick testing, the standard salesforce "View" link does not include a retURL, even when you click from a related list (e.g., viewing a contact from the contact related list on account).  Which objects did you see including the retURL for the View from a related list?  Maybe there is something amiss. 

You are able to set the retURL using the [inputs] argument in URLFOR(), which it sounds like you might already be doing.  I recommend using URLFOR() to generate what you need in the retURL, so that your code is more maintainable.

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Best Practice

Best practice for your scenario "Calling My Awesome sControl from Custom Buttons on Multiple Detail Pages" is:

 - When defining the Custom Button, set the Type to "Detail Page Button", Content Source to "URL",and the Behavior to "Display in Existing Window with Sidebar".  Then use URLFOR() to build the URL that renders your sControl.  In each instance of the Custom Button, you know your context -- the Account, Contact or Opportunity object.  Set a query parameter called retURL in the URL by using the [inputs] argument.  You could also set a query parameter to pass yourself a text string to say where it came from (Account, Contact, or Opportunity) -- let's call that parm EdsParm.
 - In your Awesome sControl, reference the query parms with {!$Request.parmname} (see example below).
 - Note that the second argument in URLFOR() can be set to the ID field when referencing sControls, not just when referencing standard actions.  Note that in this example I set it to Account.Id.  That will set the eid query parameter,and the sControl context for you if you need that (that's how I am able to get the Account Name merge field in the sControl below).  Set it to null if you don't need it.

Example

A custom button on the Account detail page would have this content:

{!URLFOR($SControl.AboutRecruiting, Account.Id, [EdsParm="Account", retURL=URLFOR($Action.Account.View, Account.Id)])}

In your Awesome sControl, reference the query parms like this:

Ed Gee's info
EdsParm: {!$Request.EdsParm}
retURL: {!$Request.retURL}
eid: {!$Request.eid}
Account Name: {!Account.Name}

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I recently posted a samples doc called "Embedded Mash-Ups: Getting Started Samples".  The examples are mild compared to what the folks on this board are actually doing in real life, but they serve as simple illustrations of the new techniques introduced in Winter '07 with Custom Buttons and Links, URLFOR(), $Action, etc.  Check out this feature page on successforce.com for the link to the PDF:
http://blogs.salesforce.com/features/2006/12/embedded_mashup.html.  The Conditional Override for Editing Leads example shows setting the retURL in a URLFOR() call.

The samples doc does not have an example of $Request, but I think there is one in the online help doc.  $Request is a useful way to pull the value of a query string from the URL when you are inside your sControl.  Using URLFOR(), with $SControl, with the [inputs] argument you can pass parameters into your sControl, and pick them up with {!$Request.whateveryourparamternameis}.  I am curious about why the Eclipse editor didn't like {!$Request.eid}.  It should not be looking at that as a field, it is a global variable (because of the {!$...} syntax).  Did you try that in the sControl Editor in Setup?  Maybe that is an Eclipse plugin enhancement request.

 - Mary Scotton, Product Manager, Apex Platform