I do that, so if it's a Return To Sender (RTS) then I can have the stamp back. I put it on the Self-Addressed Stamped Envelope (SASE) and on my letter.
I write it on the upper left. It's best if you write it because if you don't and it's a RTS, they don't know where to send it back, and it'll be a waste for you if you put your time writing that letter and your money on the SASE.
i CAN LUV U 4EVER BUT NEVER WiLL i BE iN LOVE WiTH U 'TiL U LUV ME