Doctrine 2 ManyToMany - the correct way

User.php

<?php

use Doctrine\ORM\Mapping as ORM;
use Doctrine\Common\Collections\ArrayCollection;

/**
 * @ORM\Entity()
 * @ORM\Table(name="user")
 */
class User
{
    /**
     * @var int|null
     * @ORM\Id()
     * @ORM\GeneratedValue(strategy="AUTO")
     * @ORM\Column(type="integer", name="id")
     */
    protected $id;

    /**
     * @var \Doctrine\Common\Collections\Collection|UserGroup[]
     *
     * @ORM\ManyToMany(targetEntity="UserGroup", inversedBy="users")
     * @ORM\JoinTable(
     *  name="user_usergroup",
     *  joinColumns={
     *      @ORM\JoinColumn(name="user_id", referencedColumnName="id")
     *  },
     *  inverseJoinColumns={
     *      @ORM\JoinColumn(name="usergroup_id", referencedColumnName="id")
     *  }
     * )
     */
    protected $userGroups;

    /**
     * Default constructor, initializes collections
     */
    public function __construct()
    {
        $this->userGroups = new ArrayCollection();
    }

    /**
     * @param UserGroup $userGroup
     */
    public function addUserGroup(UserGroup $userGroup)
    {
        if ($this->userGroups->contains($userGroup)) {
            return;
        }

        $this->userGroups->add($userGroup);
        $userGroup->addUser($this);
    }

    /**
     * @param UserGroup $userGroup
     */
    public function removeUserGroup(UserGroup $userGroup)
    {
        if (!$this->userGroups->contains($userGroup)) {
            return;
        }

        $this->userGroups->removeElement($userGroup);
        $userGroup->removeUser($this);
    }
}

UserGroup.php

<?php

use Doctrine\ORM\Mapping as ORM;
use Doctrine\Common\Collections\ArrayCollection;

/**
 * @ORM\Entity()
 * @ORM\Table(name="usergroup")
 */
class UserGroup
{
    /**
     * @var int|null
     * @ORM\Id()
     * @ORM\GeneratedValue(strategy="AUTO")
     * @ORM\Column(type="integer", name="id")
     */
    protected $id;

    /**
     * @var \Doctrine\Common\Collections\Collection|User[]
     *
     * @ORM\ManyToMany(targetEntity="User", mappedBy="userGroups")
     */
    protected $users;

    /**
     * Default constructor, initializes collections
     */
    public function __construct()
    {
        $this->users = new ArrayCollection();
    }

    /**
     * @param User $user
     */
    public function addUser(User $user)
    {
        if ($this->users->contains($user)) {
            return;
        }

        $this->users->add($user);
        $user->addUserGroup($this);
    }

    /**
     * @param User $user
     */
    public function removeUser(User $user)
    {
        if (!$this->users->contains($user)) {
            return;
        }

        $this->users->removeElement($user);
        $user->removeUserGroup($this);
    }
}

@haydenk a specific return value is outside the scope for this gist, which is simply demonstrating how to handle the bi-directional object associations.
Ultimately the return values would depend on your desired behavior. You could also return $this; to allow for method chaining,
or return $this->someOtherMthod($object); to perform additional business logic and it's return value. Really is up to you.

@haydenk I also usually do returns as soon as I can so the processor doesn't have to read the entire function before continuing.
Also, not doing that you often see unneeded extra indentation in your whole function.