"We were always coming back" are the final words spoken on the Deltron 3030 album. They are not spoken by Del the Funky Homosapien himself, but rather by Damon Albarn, lead singer of the rock band Blur.
The quote is given over a background of scratchy static sounds, and the complete text is:
Here at the corporate institutional bank of time, we find ourselves reflecting that we were coming back, that in fact, we were always coming back
The exact meaning of the quote is somewhat unclear, as are many things on the hip-hop\sci-fi concept album. The album functions as a personal introspection, mixed in with an over-the-top science fiction scenario of rebels battling against evil corporations. The usual Squaresoft time travel plots are also thrown in, which may be explain the reference to travelling back in time, as well as the idea of time being controlled by a bank.
In many ways, I think the quote is Del coming to terms with the fact that no matter how dramatic his life is, either in science fiction, or in reality, it is merely a dream he finds himself returning to over and over again.
This quote was also used to reassure faithful noders when e2 was in hiatus in November of 2003. E2, did, indeed, eventually come back.