How do I make the return type of a method generic?

You need to make it a generic method, like this:

public static T ConfigSetting<T>(string settingName)
{  
    return /* code to convert the setting to T... */
}

But the caller will have to specify the type they expect. You could then potentially use Convert.ChangeType, assuming that all the relevant types are supported:

public static T ConfigSetting<T>(string settingName)
{  
    object value = ConfigurationManager.AppSettings[settingName];
    return (T) Convert.ChangeType(value, typeof(T));
}

I'm not entirely convinced that all this is a good idea, mind you...

You have to convert the type of your return value of the method to the Generic type which you pass to the method during calling.

    public static T values<T>()
    {
        Random random = new Random();
        int number = random.Next(1, 4);
        return (T)Convert.ChangeType(number, typeof(T));
    }

You need pass a type that is type casteable for the value you return through that method.

If you would want to return a value which is not type casteable to the generic type you pass, you might have to alter the code or make sure you pass a type that is casteable for the return value of method. So, this approach is not reccomended.

You could use Convert.ChangeType():

public static T ConfigSetting<T>(string settingName)
{
    return (T)Convert.ChangeType(ConfigurationManager.AppSettings[settingName], typeof(T));
}

There are many ways of doing this(listed by priority, specific to the OP's problem)

1. Option 1: Straight approach - Create multiple functions for each type you expect rather than having one generic function.

   public static bool ConfigSettingInt(string settingName)
   {  
        return Convert.ToBoolean(ConfigurationManager.AppSettings[settingName]);
   }
   

2. Option 2: When you don't want to use fancy methods of conversion - Cast the value to object and then to generic type.

   public static T ConfigSetting<T>(string settingName)
   {  
        return (T)(object)ConfigurationManager.AppSettings[settingName];
   }
   

   Note - This will throw an error if the cast is not valid(your case). I would not recommend doing this if you are not sure about the type casting, rather go for option 3.

3. Option 3: Generic with type safety - Create a generic function to handle type conversion.

   public static T ConvertValue<T,U>(U value) where U : IConvertible
   {
       return (T)Convert.ChangeType(value, typeof(T));
   } 
   

   Note - T is the expected type, note the where constraint here(type of U must be IConvertible to save us from the errors)