I ran across a neat trick today to get navigation from My Site back to the main Site Collection. From any Site Collection site, append the query string ?MySiteView=1 to the URL. This will take you to your My Site, with the previous site displayed as a tab. There is a drop down from that tab that allows you to "Pin this site". If you choose to do so, that tab will be there from that point on in your My Site, linking back to the ?MySiteView=1 view of the site. From there, you can see the breadcrumb navigation that will allow you to get back where you want to be.
This pinning concept also allows you to provide navigation to personalization sites within My Site to display content that is tailored to the individual’s identity or membership in an audience.
See the links below for more discussion on these topics: