The Grasshopper was SpaceX's testbed rocket that did the "easy" version of this - taking off straight up (to a maximum altitude of 744m) and then landing right back at its launch pad. I believe one of them also did some sideways maneuvers too.

It was a bit smaller-scale (two-thirds the height) of a Falcon first stage, and I believe also had a less complicated engine. More importantly, though, given the failure mode of this rocket, it had no mission other than taking off a bit and then landing - it wasn't integrated into a rocket that was intended to get to the edge of space, decelerate from hypersonic speeds, and then do the complicated landing.

Grasshopper and the Falcon 9R Dev were the two rockets of spaceX which landed back successfully. Those were limited altitude test flight, this one were the expended first stage of a revenue flight. This rocket went higher, and faster before separation and performing a boost back burn. Might seem as just a quantitative difference, but the different aerodynamical regimes (vacum, hypersonic, supersonic, transonic) provides a real challenge.

It's also worth noting that the engines were lit 100% during those previous tests, while they have to be relight during this one. That comes with it's own set of complications of course.

see more: http://en.wikipedia.org/wiki/Grasshopper_%28rocket%29 and http://en.wikipedia.org/wiki/SpaceX_reusable_launch_system_d...

Hovering a rocket under controlled conditions and actually recovering a rocket stage that was used operationally are fairly different. It seems as though they've put most of the pieces together in terms of proving they can reuse the first stages, but they haven't actually done that operationally, and there are still many doubters (even in this very thread). Actually bringing the first stage back is one step closer to proving they can reuse the stages, which would be a tremendous step forward in spaceflight.

Similarly, Apollo 8 and Apollo 10 proved fairly conclusively that NASA could land humans on the moon, but it was actually doing so on Apollo 11 that was so incredibly important.

Grasshopper was "just" a test vehicle, it never went to space. Here's a video of what they were doing with it:

https://www.youtube.com/watch?v=9ZDkItO-0a4

SpaceX took a Falcon 9 core but with just 3 engines in it and flew it around under 1km altitude to test everything now deployed on the launch vehicle.