Putting the speaker in front of an air return will no doubt deposit more dust on it than another placement, but so what? That what feather dusters, Swifters, etc. are for. I clean my speakers every week, it's no big deal. As to blocking air flow, I imagine you'd have to have them really close to substantially reduce air flow, as the air return is a rather low velocity affair in any home HVAC system I've ever seen. The bigger problem could be dealing with the noise from the HVAC system return, high levels of ambient noise drives me crazy.
