This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Well, the way it is written, it probably has no value. But if the condition did more than "if true". And there were code after the conditional... then this would be a way of conditionally leaving the method.
In this example, the return statement gets you out of the main method without executing any code after the if statement. This is still a bit contrived. A better example would call System.exit() so it could pass a return code back to the caller. "return" tends to be used more within methods other than the main method.