Lately, they've had our regular UPS guy, doing usual deliveries, have a shipping label with him, and he just picks up the return. We put a post-it on the cardboard box to let him know that it's the box to return.
I don't think you get to pick that service anywhere as such, so it might be regional or limited in some other way. When you initiate a return, you don't know whether you'll need a printer or not.