I've heard that dents come back.
Dents do not come back, ever! We are bending the metal back to its original position. The key word there is bending the metal would be just as likely to dent itself spontaneously, as it would be to allow a repair to resurface. Once a repair is made and the results, whether they are 90% or 100%, are achieved, they stay that way.
Things that are not used to make a repair:
Toilet plungers: though suction cups and even hot glue can be an alternative, toilet plungers never are.
Dry ice: simply no. Ambient temperature can definitely play a role in the success of a repair, but extreme cold will not give you the results you've heard about.
Hammers: never use a hammer on any part of your vehicle. By doing so, you could very well turn your damage that is very compatible with PDR, into something that only a body shop can fix.
Heat: heat is used on occasion to separate the glue from your collision bracing and can, in colder climates, help to prevent the paint from cracking; it is never used to remove a dent.
Vacuum/Suction: as addressed above, suction cups and glue are used only rarely and there is no machine that can remove dents.
Magnets: Any magnet that would be powerful enough to bend metal would definitely cause a larger dent as it was applied to the metal.