Doesn't the falcon heavy animation show the stages all landing at a different facility?
Given that most every launch will point in a different direction from the launch site (different inclinations), boats would seem the best option. They could then haul the stage back to base by sea.
I believe the Falcon Heavy animation shows the rockets returning to the launch site.
[0] https://www.google.com/maps/d/u/0/viewer?mid=zp15b_P5ERVk.kQ...
[1] https://mapsengine.google.com/map/u/0/viewer?mid=zp15b_P5ERV...
And yes, they are currently constructing a new spaceport in Texas near Brownsville at the far southeastern corner of the state. Completion and first launches are anticipated in 2016. I'd guess they might use the current drone ship for landings from that one as well, but a lot can change in 2+ years so we'll have to see.
http://www.reddit.com/r/spacex/comments/2kghua/falcon9r_boos...
It looks like they indeed perform a u-turn, with the proviso that some of the return is accomplished by pushing higher, increasing orbital period, and waiting for the earth to rotate underneath.