What side (supply or return) should the thermal expansion tank be installed on a hot water boiler and why.

All depends on the piping itself,, check valves, recirc pumps, zone vavles etc play big part in where the expansion tank is located. In a simple one zone system, with one recirc pump, and no check or zone valves, you can place the expansion tank on either side. If you are installing a new boiler, it is always best to just install expansion tank per instructions. Please let me know what you are doing, and I will tell you if the expansion tank is located in the correct spot. I always try to put the expansion tank on the supply side, as close to the boiler as possible.

It is normally connected to the air separator and therefore mounted on the supply with the circulator pumping away from the point where the expansion tank connects into the system.

Thanks very much guys