I'm quite embarrassed to admit this, but I only found out recently how to send a value from a ColdFusion custom tag back to the page that made the call to it in the first place. I suppose the reason for this was the fact that I have never had the need to send a value back to the caller page, but the other day I did need this and found it to be very simple.
All you need to do is set a caller. variable from within the custom tag like below:
<cfset caller.myvar="string">
Then within your page that called the custom tag simply look for #myvar# and this will return string.
This is all great, but there is a better, more future-proof way to do this and I found out about it at coldfusionjedi.com. Instead of me reiterating what Ray said, click here to read his article.