return system has a fuel pressure regulator and an additional line that returns the unused fuel back to the tank
a returnLESS system doesn't have a fuel pressure regulator but instead has a fuel rail pressure sensor and the ecu controls the pump output to supply only the amount of fuel the engine needs
in order to swap to a returnLESS setup, you will need to wire up a fuel pressure sensor and swap in an ecu that can control the fuel pump module such as a 99+ ford ecu, you'll needs the fuel pump module and the returnLESS fuel pumps
the major benefit of the returnLESS setup is that you don't heat up the fuel, this reduces emissions and doesn't cause as rapid fuel breakdown as compared to return style systems.
the major disadvantage of a returnLESS setup is that if you have a very efficiently responsive engine, you may have lean spikes on quick tip in's, it often requires more pumping capacity for a returnLESS setup as compared to a return style setup
most of your higher HP engines run return style fuel systems
there is no 'better' of the two just depends on what your trying to do
