Questing regarding returning of new objects

Hello everybody,

the question is, what is the "golden way" or the best way, if I have a
memberfunction in a class, which should return a new instance of an
object.
For example some class Foo which holds a lot data and has the
overloaded '+' operator and I want to do something like:

//f1-f3 are all Foo instances
f1 = f2+f3;

Is it in that case better to work with pointers in general like:

Foo* Foo::operator+(Foo& f){
//Do stuff
return new Foo([lot,of,data]);
}

to avoid the copying of the data which is hold by the new object at
the end of the function? Or is there any sensefull way to implement
that with a reference (Foo& Foo::operator+(Foo& f)), since it is more
intuitive?
Just imagine that the class Foo is somekind of Matrixclass with a big
2 dimensional array as member variable. Or is the only way just to
write Foo that it holds only a pointer to that big variable? Sure,
there are numerous solutions, but I would like to know which is the
most common and most elegant by some experienced C++ developers.

Thanks in advance,
Thorsten