I have dual citizenship with US/UK. Both times that I have travelled to the US from the UK, I have left the UK on my US passport, entered the US on my US passport, left the US on my US passport, and entered the UK on my UK passport. Although I'm sure it's possible to do it differently, the way I have done it seems to work out and doesn't require me to fill in the landing forms that non-US citizens have to fill out when entering the US. I had no trouble using my UK passport to enter the UK even though I used my US passport to leave the US. All they do is scan your passport, give you a good hard stare, and send you on your merry way
One possible thing to think about is, if you enter and leave the US on your UK passport, there is a green immigration form that is stamped into your passport when you enter the US and subsequently taken when you board the plane to leave the US. While I'm not exactly sure what this form is used for after it is surrendered, it could potentially have some impact on taxes or claiming residency in either country. Not sure, but it was something I thought about when I travelled back from NY yesterday with my British companion. As far as the US government says on their immigration pages, US citizens must enter and leave on their US passport or they will be treated as foreign visitors while in the US.
This is from the US State Department website:
Most U.S. citizens, including dual nationals, must use a U.S. passport to enter and leave the United States. Dual nationals may also be required by the foreign country to use its passport to enter and leave that country. Use of the foreign passport does not endanger U.S. citizenship.
So while I'm sure it is possible to enter and leave the US using a foreign passport, it doesn't look like it's recommended.
Anyway, hope that didn't confuse ya lol.