Of course Glorfindel had been to Valinor, his body glowed with the spirit of Aman. But as for going back? Of course. I would assume (which in itself is dangerous with all those other fanatics out there waiting to correct me) that Glorfindel stayed at Rivendell to run things until all the others had gone. He was of course only second to Elrond in the house of Imladris. Much like the not too disimilar Celeborn, he had the intent to wait until the end. Especially since he had already been and came back. He yearned for it, but having once been there could wait it out. Of course Celeborn hadn't seen it, but he had a forest to run and another to clean up. (They had both done pretty much everything they could do around Middle Earth, except end it). Glorfindel definitely went back to Valinor.
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"I come from yonder...Have you seen Baggins? Baggins has left, he is coming. He is not far away. I wish to find him. If he passes will you tell me? I will come back with gold." - Khamul the Easterling
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