no equivalent to Visual Basic's RETURN statement to return control to the statement after the one that issued the GOTO
I think you're actually thinking of the GOSUB statement, which we have in T-SQL as EXEC.
While I haven't personally used GOTO in a very long time either, I can still see a restricted use for it, for the purpose of jumping forward in code (but never backward). Just my 2c but I don't always want every stored proc I write to be one huge TRY..CATCH block.
I find it interesting that Microsoft themselves still use GOTO (2008 R2 at least, haven't tried 2012) when scripting out a SQL Agent job from SSMS.