Does the first stage of Falcon 9 now always land on a drone ships at sea? Say since 2016 or so.
No, not always. They had one RTLS in 2020 (vs. 8 successful drone ship landings).
In '19, they had 6 successful RTLS (vs. 9 drone ship landings), and in '18 they had 4 RTLS (vs. 8 drone ship landings).
I do not think you can draw any conclusions from that, yet. '19 saw the most RTLS launches, with a sharp decline in '20. Drawing any long-term conclusions from that would be premature.
Falcon 9's have landed on two different ASDS drone ships (Just Read The Instructions in its two iterations, and Of Course I Still Love You) as well as LZ-1 in Florida, (on both pads at once, for Falcon Heavy) and at SLC-4 in California.
The mix changes every launch, but mostly the landings are at sea since it allows heavier payloads and still recover. Check out SpaceX Stats for up to date stats at any moment in time.
My understanding is that returning to the launch site (well a different pad in the same complex) reduces logistics costs but also reduces payload capacity compared to landing on a droneship at sea.
It seems to me that ground pad landings are mostly used for.
- Nasa CRS missions (my understanding is that cargo dragon is generally volume limited rather than weight limited)
- Falcon heavy side boosters.
With most other launches using the droneship.
It will be interesting to see if CRS sticks with RTLS when it switches to the dragon 2 capsule. The commercial crew demo launch used a droneship, but my understanding is that uses a less-efficient trajectory to give better abort options.