I think the accepted canonical version is Luke burned Vader's armor and left the body. Then they showed the David Prowse force ghost eventually replaced with the bitch whiny kid force ghost because Lucas is a fag.
Didn't Vader come back in EU stuff? I'd check wookiepedia but I don't have 5 hours to burn tonight.
No he didn't, unless you count books that were set before his demise at the battle of endor. He was a character in that he left a big footprint around the galaxy though. You might be thinking of palpatine coming back. I never actually read that one (it might have been a comic book) but it was referenced in a number of the books. That happened through cloning.