Does anyone think this conversation at the end of Part III was a little out of left field?

I understand that it's a running gag throughout the trilogy that the phrase "back to the future" is mentioned at the end of each movie - but what do you suppose would prompt Marty to ask that. Also, when Doc said, "Nope, already been there," what do you think he meant by that? I mean, I'm sure there's just as much of the future to see as the past.

I think it meant he already went to the future, where he got his train hover converted.

That's probably it.

However, it could also mean that Doc has spent so much time in the 19th century that he now considers 1985 to be the future, and so he's returning to the 19th century. Notice that he said "I had to come back for Einstein." If he was coming back to 1985 permanently, then that line makes no sense.

Someone else did mention the Einstein line before. However, Doc may not have been being entirely honest. I'm sure he wouldn't go through all the trouble of creating a time machine just to pick up Einstein and give Marty a souvinir. Perhaps, he did have plans to go back to 1985 - but he just wasn't sure when. So he decided to relieve Marty the responsibility of taking care of Einstein until he and his family could settle back in 1985.

There are three major reasons why I think Doc should go back to 1985:
1. It'd be safer on the safe-time continuum, or else they could end up drastically altering history.
2. I'm a "Marty and Doc friends forever" kind of person, so I don't like the idea of the two of them being separated.
3. Okay, I admit, I'm partial to the 1980s. I think Jules and Verne would prefer to live in the 1980s, then stay in the past.

True. Then there's the whole "Why didn't Doc say good-bye?" question.

Yeah, you think they'd hug each other. I think Doc already was planning to come back, but he just wasn't sure what to say to Marty. Both The Animated Series and The Ride have Doc's family coming back to the future, so it's semi-canon.