Given his comic arrogance and way with words, it is surprising that José Mourinho did not coin the term "The Special One". No doubt he approves of the name, but he did not invent it. That myth was born back in June 2004, when he was last unveiled as the new Chelsea manager.

When asked to assess his new role, Mourinho was hardly humble, but he stopped short of singling himself out from other European Cup winners: "Please do not call me arrogant because what I say is true. I'm European champion. I'm not one out of the bottle, I think I'm a special one."

The newspapers revised the quote and went with the most bombastic headline available, as is our wont, but Mourinho was only stating the obvious. He had already won the Uefa Cup and the Champions League with Porto; his new employers had not won their league since 1955. If anything, he was stepping down a level. But, with the help of Roman Abramovich's largesse, he went on to mould a cast of expensive imports into one of the great units of English football. They weren't always easy on the eye, but that team would have died for each other and their boss.

In his first stint with Chelsea, Mourinho did not lose a single league match at Stamford Bridge. That stretch of 60 games without defeat helped them earn back-to-back Premier League titles. They also won the FA Cup and two League Cups. Mourinho wins things, but he also created an ethos within Chelsea. When he left, Didier Drogba said: "I am in the sort of nervous state I've never dreamed about before. Many of us used to play first and foremost for the manager. Now we need to forget those feelings and find another source of motivation." That's leadership.

Mourinho was not responsible for the full rhetorical flourish of his nickname, but he proved it to be true while in England. When it comes to Chelsea, he is the special one. But now his team can say the same, having followed his lead and conquered Europe in the last two seasons. If anything, the trophies they won under Roberto Di Matteo and Rafa Benítez make Mourinho's return look out of place.

Why go back to a club that has won it all when he has nothing more to prove? Mourinho will face his old nemesis Pep Guardiola in the Super Cup final in August and can look forward to the new challenge offered by David Moyes at Manchester United and Manuel Pellegrini at Manchester City, but surely the only way for Mourinho is down? He has lifted the Premier League before and we now know that winning the Champions League is not enough to satisfy Roman Abramovich.

Not so long ago Mourinho seemed to be on the path to Manchester United, where he would take on a long-term project in the model set out by Sir Alex Ferguson before him. His career had progressed from Portugal to England and on to Italy and Spain. He had won trophies everywhere and seemed to be looking for a place to settle. But, here he is, back in London – where he found his name and lost his dog – working for a boss who has gone through seven more managers since he left in 2007.

A few months before Mourinho was kicked out of the club almost seven years ago, he was asked if he worried about being sacked. Hardly. "If the club decide to sack me because of bad results, that's part of the game," he said. "If it happens I will be a millionaire and get another club a couple of months later."

How right he was. If it doesn't go well for him this time, he will be even richer and as eligible as ever. If the stories of the managers below are anything to go by, Mourinho should remain as pragmatic and flirtatious as ever. Retreading the same steps is rarely a good move in football.

Matt Busby: Manchester United, 1945–1969 and 1970–71

The tale of Matt Busby's retirement is like a spook story that is haunting Manchester United fans at the moment. Busby is rightly heralded as a club legend, but the fear remains that, where he fell down, Alex Ferguson could also falter. Busby stepped down from the manager's job at Old Trafford in 1969, but he never stood back.

His replacement, Wilf McGuinness, lasted 18 months in the job. McGuinness felt undermined by Busby, who held on to the role of General Manager: "I was shafted by some of the players, and by Matt Busby's willingness to listen to them all the time. They were going to him with this constant drip-drip of complaints."

It didn't help that Busby held on to the players' contracts and the club's transfer policy. When McGuinness was demoted to the role of reserve manager in December 1970, Busby stepped forward. He steered the club to eighth in the league and retired again for good at the end of the 1970-71 season, but could do nothing to stop the decline that ended with the club's relegation three years later.

Kenny Dalglish: Liverpool, 1985-1991 and 2011-12

Luis Suárez was meant to be the new Kenny Dalglish, but in the end the striker, who now wants to leave the club, precipitated his former manager's downfall. Dalglish had been tempted back to the club by the sound of the Kop singing his name while Roy Hodgson stood helplessly by the dugout. He lasted only a year, leaving after a New York Times article cast Liverpool's race relations in a bad light and angered the club's American owners. Looking lost on the touchline is no better than standing there defiantly with a Suárez T-shirt on your back.

Dalglish won three league titles and two FA Cups the first time round. More than that, he led the club through the aftermath of Hillsborough, going to so many funerals after the disaster that he needed a police escort to guide him between four on the same day. He should never have gone back to the club - despite the League Cup win - but who could blame him for trying?

Kevin Keegan: Newcastle, 1992–1997 and 2008

Keegan had revitalised Newcastle as a player in the 1980s and he did the same as a manger in the 1990s, but he could not repeat the trick when he returned in 2008. He failed to win any of his first eight matches in charge and eventually fell out with Mike Ashley, who had trusted Dennis Wise with his transfer money.

Keegan left the club in predictably tragicomic circumstances, citing constructive dismissal. He was awarded £2m, but did not seem to take much solace from the money: "I don't think there are really any winners in it but we've got to move on now. It wasn't a great situation. What I wanted was my job. The thing I've lost is managing the club that I love. But life goes on, things happen, you meet people and sometimes it doesn't work in football. I don't think it's on to return there now, I think the fans have had enough of that but you never know in football."

Harry Redknapp: Portsmouth, 2002-04 and 2005-08

Which of Harry Redknapp's spells at Portsmouth was more successful: the first, in which he won the Division One title and then kept the club in the Premier League, or the second, in which he led Portsmouth to their first major honour for 58 years? For a fair answer, ask a Portsmouth fan, perhaps while they watch their club play in League Two next season.

Tony Pulis: Stoke City, 2002–05 and 2006–2013

When Tony Pulis – Redknapp's old assistant at Bournemouth – left his job at Stoke City for the second time last month, he could do so with his head held high (much like the players he managed). Pulis had two successful spells with the club. He first arrived at Stoke in 2002 with the aim of avoiding relegation to the third tier. He pulled that off and stayed for another two seasons of consolidation, before being sacked by the club's chairman at the time, Gunnar Gíslason, for "failing to exploit the foreign transfer market".

After a decent season with Plymouth Argyle, Pulis returned to Stoke and took them back into the top flight for the first time in 23 years. He led the club to their first ever FA Cup final in 2011, which earned them a return to European football for the first time in 37 years. Success begat expectation and, when the club failed to move forward despite a hefty some transfer spending, Pulis was sacked. Perhaps the club needed a new direction, but whether Mark Hughes is the answer remains to be seen.