Also understand that in general for people using web wallets the UTXO source addresses are *not* their own addresses at all (so sending back to them would actually just be sending money to the service rather than a user of it).
That's very interesting ... As I know, satoshidice does exactly the same ... They send the won bitcoins to the sender address back.
I havn't heared of any problems yet ... Do you know more you could tell me about?
This "sending back to sender" is crucial for my development project and it would be good to hear of problems in advance

*edit*: ah, here is a interesting discussion about ... it seems you are very right and I should give the opportunity to specify an address to which the money is sent after being
processed by my engine ...
https://bitcointalk.org/index.php?topic=77870.120