Will code in a Finally statement fire if I return a value in a Try block?

Simple answer: Yes.

Normally, yes. The finally section is guaranteed to execute whatever happens including exceptions or return statement. An exception to this rule is an asynchronous exception happening on the thread (OutOfMemoryException, StackOverflowException).

To learn more about async exceptions and reliable code in that situations, read about constrained execution regions.

Here's a little test:

class Class1
{
    [STAThread]
    static void Main(string[] args)
    {
        Console.WriteLine("before");
        Console.WriteLine(test());
        Console.WriteLine("after");
    }

    static string test()
    {
        try
        {
            return "return";
        }
        finally
        {
            Console.WriteLine("finally");
        }
    }
}

The result is:

before
finally
return
after