[Drunk, with 50 Reichmarks!]

I have just started playing SH4 after loving SH3! The only confusing thing is that on my first career patrol, after completing the objectives, and running out of torpedoes, I got a message to 'pick another area and patrol, then return to base'.
Do I just return to Pearl? That's a long haul. Any other base is pretty far and only resupplies torpedoes. Do I just keep going out and pick places at random?
When do I end the patrol?

Thanks for any help.