Energy » Rescue Energy
Can I choose to put the Pokemon Rescue Energy is attached to in my Discard pile instead of back to my hand?
No, Rescue Energy states that you have to put all Pokemon cards back into your hand when it's KO'd by damage from an attack.
Source: PUI Rules Team (2011-09-29)
Energy » Rescue Energy
If an evolved Pokemon is Knocked Out with Rescue Energy attached to it, do you get to put all of the evolution stage cards and Basic Pokemon card back into your hand, or just the highest stage Evolution card?
All of them go to back into your hand.
Source: Triumphant FAQ (2010-11-04), PUI Rules Team (2010-11-04)
Energy » Rescue Energy
What happens if a Pokemon with Rescue Energy attached is Knocked Out by an attack that normally sends cards to the Lost Zone?
The order of resolution for the effects can be decided by the owner of the Pokemon with Rescue Energy attached to it. So the Pokemon can either go to the Lost Zone and stay there, or use Rescue Energy to return the Pokemon to your hand. Any other cards such as Energy, Tools, etc. would still go to the Lost Zone if the attack specifies.
Source: Triumphant FAQ (2010-11-04), PUI Rules Team (2010-11-04)