If I wanted to say that John returned back home in one of his cars, should I say:
John arrived in the Audi!
Or
John arrived by the Audi!
Or maybe there is a better way to express my thought?
"In the Audi" is the correct version, as he is in this specific vehicle. The "by" version is for a sentence like "John arrived by car", where you talk about the method he is arriving by.