Wgrr, and everyone else, thanks.

Just this afternoon I spoke with the contractor and asked him about the curb. He did say that the supply is going on a curb (over the plenun/hole from the old swamp cooler; he said they would do any modifications necessary to the supply hole and/or ducts once they removed the cooler).

However, due to the layout of the house, it's impossible to do the return without some ductwork, which would have to be exposed (no attic, just an almost-flat roof). Nonetheless, it's only a few feet, and he did say that the ducts are insulated from the inside and then coated with some sort of reflective paint, which in turn is supposed to help, specially during the summer when the Arizona sun is brutal.

Additionally, he said that they don't use any right-angle ductwork, which presumably improves air flow, thereby shortening the time that the air is in the exposed part of the ductwork (this sounds dubious to me, but fot all I know it might be true). Again, and just like from the beginning, he was patient and willing to answer all my questions, without looking exasperated or anything. I did try not to be too anal-retentive and more casual about the questions.

In any event, I am really looking forward to the installation phase. I haven't gotten around to taking the pictures of the old furnace/cooler, but I might do it tomorrow and post them. Thanks to everyone and to the forum administrators.