Lincoln Hills
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Some of the most powerful ones have the necessary SLAs to arrive under their own power, and bring along a few buddies.
The denizens of Hell would probably regard this as a "business trip," packing along a few minions to send off on detached duty and arranging a later pick-up time and place for them to go home.
In the case of the Abyss, on the other hand, low-ranking demons who have won the approval of a higher-up might be 'rewarded' with a field trip to the Prime Plane to kill and destroy at random. In that case, of course, getting back home is entirely up to the individual.