I've never bought anything with express intentions of returning it, but I can think of one place where I probably went into a gray area.
We were getting ready to sell our old house and there was a big blank patch of wall over the sofa. So I went to one of those home stores (Pottery Barn, Restoration Hardware, I can't remember which one) and found a large print that I thought might work. We hung it up, and it didn't really work--the size wasn't quite right, the colors weren't quite right. But we figured we'd leave it up and see if it would grow on us over the next few days.
Fast forward to about 6-8 weeks later--the house sold pretty fast and we were in a whirlwind of activity with the sale and the upcoming move. I had honestly forgotten about the print. We were packing and I came across the receipt for the print--I was still within the window for a return. I still wasn't thrilled with the print and certainly couldn't think of anywhere it would work in the new house, so I called the store and explained the situation and they said sure, bring it back. So I did and they refunded the money. I felt a little bad about it, but they were just fine with it at the store. For the record, though, DH was horrified.
I will also absolutely return things I've used, but only if they're defective. I returned 2 pairs of pants to the store last year. After just 2 wearings they split a side seam and dopped the cuff hems--you bet them I took them back! The lady at the counter was a little snotty about it, but there's no way I'm paying good money for shoddily-made clothes!