Wherever the return is located, air will be drawn to it creating a draft across the floor. If the wall is colder than the floor, you will take warmer air at the floor away drawing cold air from the walls. If you place the return at an ouside wall, you will draw cold air from that area and from across the room. It is a matter of choosing which cold air you want to have across your legs. I would prefer to have several returns, maybe 4, one at each wall to draw the coldest air from the walls without a draft across the floor. But, this is expensive to do, for it is always more expensive to do things precisely. This would require ducts going in all four directions across the ceiling to drop to the floor to take cold air away. So most settle for a central return.
It is the cross-sectional area of the return openings that will matter and the developed lengths of the return ducts in other areas that will determine what ratio of air will be drawn from each return. A small duct that can not take all the air the furnace requires will make the other returns return some air. A huge return will draw all the air required. As most people do not have the design engineering experience to calculate the precise sizes according to developed length, some folks will cut a small hole and see if it enough, then cut a larger one until the right balance is met. It is cut-and-try.
A return near another appliance is not a problem unless it is capable of drawing combustion gases from the appliance. Without precise knowldge it is best to keep a return away from such appliances. You want the machine room to have enough fresh air venting to permit the appliances to burn. Supplies and returns should be sealed away from the appliances in the machine room with a direct fresh air inlet of sufficient size from the outdoors. You do not want your return to draw air with the combustion gases down the chimney into the house. May all your guesses be good ones.