Just to agree...
They go back in there because it is part of the 'environmental protection' of using all vapours through the engine etc.! Even fuel vapours that come out of the charcoal canister get re-used into the engine.
Optimal setup depends on your sump size, what boost you are running (which to some extent has an effect on blow by) and how efficient the scavenging of the 'catch can' is. Draining back to the sump is good, but you don't want to pressurise your sump, so use suitable PCV valves, and vent the 'cleaned' air back into the factory position. Then less oil gets into the intake and you don't increase your chance of detonation.
The S14/S15 SR20DET has a great factory 'catch can' built into the rocker cover. The design means most of the oil gets returned to the sump, and it still vents back into a 'factory position' after the AFM and before the turbo. Works excellent.