There is the possibility of returning as a spirit. But that seems hit-or-miss. But there is one other way that hasn't been mentioned yet.
Deification.
Gensokyo operates under the premise of belief. If you believe something strongly enough, it will come to be. Likewise, if enough people come to believe in someone, that someone will ascend to the rank of kami. It is this that lets Suwako and Kanako appear in the flesh, after a century of declining faith. If you were able to cultivate faith from other people, you could plausibly become a kami outright. Kami, in turn, are considered a kind of Youkai, albeit a far more powerful one. Therefore you would become one.
This is probably the hardest path of all. It would require a high amount of spiritual purity, a great deed, and enough faith from humans or youkai for you to become a kami. Great kings, legendary poets and unparalleled warriors are among those who became kami in Shinto. Writing a legendary epic, becoming one of the greatest generals in the land, or founding a great nation are all the minimum qualifications. But it would elevate you to a rank above most other Youkai. You would probably be on the tier of Hina rather than Kanako, but as with all Kami your power would grow with your ability to gain Faith.