raywest

Chosen answer: It's suggested in the books that Yoda settled on Dagobah because of the Dark Side cave near his home. The presence of a nearby source of Dark Side energy effectively camouflaged his own presence, preventing the Emperor and Vader from locating him.

Tailkinker

Additionally, in the Clone Wars show Dagobah is where Yoda must travel to begin his force-ghost training with Qui Gon's disembodied spirit, which is presumably part of the reason he returns.