If you simply must return this item of his in person, then arrange to meet in a neutral location (not your place or his) and bring a friend with you if you can. Though I agree with Emotionally Dead that it sounds more like you're creating an excuse (intentionally or not) just to see him. I'd advise just getting his address and mailing it to him, but don't take the conversation any further than that. This guy is not good for you at all.

Seeing him in person would only add to your confusion and emotional turmoil. It wouldn't be healthy. Mail it to him.