Glorfindel traveled back from
Aman to
Middle-earth, as did the (as far as we know) five
Istari, or
Wizards. Depending upon which telling of the tale you follow, Glorfindel, and perhaps the two
Blue Wizards, arrived midway through the seventeenth century of the
Second Age to strengthen Elven resistance to
Sauron; in another telling, the Blue Wizards came sometime around 1000 in
the Third Age.
Saruman came around 1000 in the Third Age, accompanied by
Radagast (whom Saruman resented), and
Gandalf came last, either by himself or with Glorfindel. (I.e., there are conflicting stories about when Glorfindel and the Blue Wizards arrived.)
For nearly 3000 years, the Eldar of Tol Eressëa visited
Númenor, coming to port at Andúnië or Eldalondë on the western coast of the island. Presumably, any
Elf who wanted to return to Middle-earth could do so: I don’t believe they were forbidden. And
Elves passing into the Uttermost West from Middle-earth sometimes sojourned for a time in Númenor, as did the scholar Pengoloð of
Gondolin, who taught the
Númenóreans a great deal of the
history of Arda that would otherwise have been lost to them.
From this, we can surmise that some information passed back and forth between the Eldar in Middle-earth and their friends and kinfolk in Aman, though we cannot tell if there were any correspondence as such (letters, for instance). The Eldar of Aman (and Tol Eressëa) seem to have been tight-lipped about some aspects of their land and people: for instance, the Númenóreans seem to have learned more from Pengoloð about the history of Arda than from visitors from Tol Eressëa or Eldamar. (Many of
Tolkien’s writings begin, “Thus spoke Pengoloð…”) When Tar-Atanamir upon receiving an embassy from
Valinor concerning his complaint about having to die, asked them of the fate of
Eärendil, his ancestor, they answered him vaguely, even evasively.
From around 2900 in the Second Age, the Eldar came “few and secretly” to Númenor because of the hostility of Ar-Adûnakhôr, the twentieth king; and from about 3100, when Ar-Gimilzôr, the twenty-third king took the throne, they stopped coming altogether. It was around this time that the Eldar sent the seven palantíri to Amandil, last Lord of Andúnië and father of
Elendil, in order that they might maintain communication with their friends in Númenor.
After Elendil arrived in Middle-earth, the
palantír of Emyn Beraid (the Tower
Hills, just west of
the Shire) remained in communication with
the Master Stone in Avallónë in Tol Eressëa; but after Elendil died, only the Eldar of Middle-earth used it.
Gildor Inglorion and his companions were returning from a pilgrimage to look into that seeing-stone, and discovered
Frodo,
Pippin, and
Sam pursued by a
Ringwraith. When
Elrond left Middle-earth with Gandalf,
Galadriel,
Bilbo and Frodo, he took that palantír with him aboard ship, forever breaking communication between Middle-earth and Aman.
You are correct, though, that Elves manned the boats that brought the Istari to Middle-earth; though it seems they returned immediately, and did not remain.