You can return to every one except Bevelle after you get the airship.In the PAL version if you go to Besaid or Macalania you´l have to fight against a powerful dark aeon,so you better go prepared. Go to the fayth´s chamber and you´l see the true form of the aeons and get an item. If you're trying to get the items needed for Anima, the only one that you can miss permanently is Macalania temple's. You can get in there in between getting the Airship and singing the Hymn.
Bevelle is the only one you don't get to go back to. If you want anima (who doesn't) and you didn't get the bevelle item, bad luck.