Wow... Where to start?
*-* - If you are drawing air in through the water heater exhaust then your house is in a negative pressure. The water heater (or furnace for that matter) can't vent products of combustion properly. I can't stress enough how dangerous this is! Carbon monoxide is a normal by-product of combustion. It is odorless, colorless and deadly and if your appliances aren't venting properly then carbon monoxide is in your home.*/-*
Are the furnace and water heater in the same room? And is this room closed off from the rest of the house?
I've seen situations before where return air duct leaks at the furnace draw air from the furnace room. If the furnace/water heater room is small this can cause the backdraft down the chimneys (and some other issues too) It should be easily correctable by sealing the duct connections and installing a fresh air intake into the furnace room. *-*(Note that this is not the same as a return air grill - fresh air should come from outside)*/-*
As for return air ducting - It probably wouldn't go far in solving the backdraft issues, but you could install ducting in the attic or the crawlspace... whichever is more practical for your house. Return air should come from inside the living space - (not drawing air from the attic or crawlspace - doing so affects the natural drafting of the house and can lead to moisture issues, mold and rot)