I believe the locative is used to mean "at home" and "to home" should be accusative WITHOUT the preposition.
Ghostmaker, I believe however that you are correct that meum is redundant.
The correct translation is (I'm pretty sure):
veni, vidi, domum ire volo
Alternatively we could translate "I came, I saw, I want to return":
veni, vidi, revenire volo
Which, I think, with the repeating v's throughout, the two nice r's in the middle, and the repetition of "veni" is a bit more poetic, although the scansion isn't particularly nice.