Stumble in my opinion is much better than digg. Although that theory of sitpomk's mayb be right i believe the rate of traffic that you get from stumble is much larger and worth the time promoting on there. Will.
I don't really know if it matters if they come back or not. (How many millions of people go to Disney World only once in their lifetime)...... The point is to get as much traffic as possible. (You never hear Disney World spouting how many return visitors they get. They spout how many visitors a year they get.) Once you have the traffic coming in your Alexa Ratings and your Google PR will go up. This will give you credibility in the search engines later on. Also, once you have this credibility, people will be dying to exchange links with you. Good Luck!
You might want to check your stats like Google Analytics which will tell you how long they have stayed, how many pages they viewed, bounce rate, etc. In my experience, I think SU actually helps me out a lot more than Digg. And surprisingly, SU bounce rate is a LOT lower than Digg... And SU people DO come back... not all, but it's never a guarantee for any of the social bookmarking sites.