I ordered an 8GB iPod Touch from Apple.com, but I don't need it anymore since I got my iPhone back. Can I return it to a local Apple Store or do I have to ship it back?
I don't believe that you can. According to the UK online store t&c's, you need to contact Apple and they will arrange collection providing you purchased within 14 days.
that's actually not true. It was true a year or so ago, but then all the online orders got different model/part numbers or something like that so the store systems can't process the return.