you can do this by using electrum and importing your own private key.
If you generate a wallet, and only import 1 private key (for example, a key you generated with vanitygen), the change will always be sent back to your own address...
For bitcoin core, or other SPV clients, i have no idear if this is possible.
Make sense, was thinking the same too but not sure about it Thanks for the reply
Is importing private key the only way to do that , or is there any alternative?
Well... I can only speak about electrum, but you can also disable the option "use change address". I have never tried it, but it should give you the same result. Maybe somebody with more technical knowledge can confirm this?
tools => preferences => Transactions => use change address
Seems you're quite not sure about that I'll just wait for someone who's more technical to confirm that.
Thanks again