Well, I'm glad you got your air bubble out...for next time, you can use a garden hose to push water in one end of the system and out the other, then quickly connect both ends (usually easier with a helper
) That helps, but driving is definitely easier if its already all hooked up.
As to where your return goes, I have mine upstream of the aux pump (I don't think that is between the aux and main water pumps), and I have the aux pump connected to keyed-on power, so it runs whenever the car is on. It helps get the coolant circulating when you're at idle. If you're not going to re-wire the aux pump, then its probably better to return your coolant to the downstream side of the pump so it doesn't inhibit the flow when its off.