I actually talked to my advisor about this - my university has a rec letter service (prof's send all letters to the service and they then send the letters to schools I designate). She told me that I should not fill out the return address because they will do it for me.
If your university does not have this kind of service, I would put the prof's address as the return address. You definitely don't want to put YOUR address and you also don't want to leave the return address blank.