Returned, hmm? Finwë never left, so that rules him out.
Finarfin* (though he never really went back to ME, so I don't know if he counts)
Feanor*
Aredhel
Angrod/Aegnor
Fingolfin
Finrod
Fingon
Orodreth
Finduilas
Celegorm/Curufin/Caranthir
Maeglin
Turgon
Idril
Amrod/Amras
Eärendil
Maedhros
Maglor? (not certain that he ever went back)
Celebrimbor*
Gil-Galad*
Elrond/Galadriel*
* Not in the First Age (this is First Age Trivia, after all

)