"How do I know when a recirculation pump would benefit my home?"
If you have to wait 30 seconds or more for hot water to arrive at your faucet/shower that's farthest away from your water heater then a recirculation pump could be a great benefit.

"The UCT-909 Tankless says it works with tankless water heaters, do any of the other pumps work with tankless water heaters?"
They may work, however the UCT-909 Tankless was made specifically to deal with tankless water heaters. The other pumps are designed to work with water heaters that utilize a storage tank.

"How do I know what size pump I need for my recirculation system?"
If the total length of the hot water supply line plus the length of the return line is less than 250 feet then a pump with 33 watts or less is recommended (about 90% of people fall under this category). If it's more than 250 feet then you should look at one of the bigger models. However, if you have a tankless water heater, then the UCT-909 Tankless is your best option when selecting one of these recirculating hot water pumps.

"Do I have to install a return line?"
This depends on what pump you use. If you use an Autocirc® pump, then you won't have to install a return line. Autocirc® pumps are designed to use the cold water line to run back to your water heater. This is really helpful for people when it's not possible to install a return line or it's really expensive to have the line installed. If you use an Ultracirc or the UTC-909 Tankless recirculation pump, then you'll need to use a dedicated return line for the water to get circulated back to the water heater.