Where can I find a complete example of ActiveMerchant Integrations usage? I can see tons of examples of Gateways' usage, but couldn't see how an Integration should be used (e.g. what do you do in the return_url and cancel_return_url controller actions?)
I don't know if there are any concrete example of ActiveMerchant Integrations usage (maybe this will help: http://peepcode.com/products/activemerchant-pdf), but I can tell you that it depends on the payment gateway.
I would suggest to make a test transaction and see what params are returned to you by the gateway and then make a code that uses those params.
For example, in case of 2checkout you would want to check md5 hash that 2checkout returns to verify the transaction and make a record of the payment (maybe save the raw params received from 2checkout). Of course, it also depends what type of notification method your payment gateway provides.