How can I get my ship to go back to the dock once it's full, even if it has other oil rigs to go to?

Solution 1:

The way I usually do this is, after every "Go to place" order add a "Conditional order jump" with something like "If 80% full Go to Order 1".

When the ship is done with loading somewhere it will check that order, and if nearly full it will go back to the first order (change the numbers if this is undesirable). The downside to this is that the last stations will be visited less often than the first ones.

Its also possible to to the reverse, after every "Go to place" order add a conditional order with "If less than 80% full Go to Order N+3" (where N is the order number of the "Go to place", N+1 is the conditional order, etc). Then add another order to go to the depot where it has to deliver (which will be N+2) and then the order to go to the next location (making it N+3).

This will cause the ship to go to 1, 2, think "Oh I'm full, lets go drop off something" and go to the drop-off depot, continue to 3, 4 and loop back at the end of the order list.

More detail: http://wiki.openttd.org/Orders#Go_To