Yes, if it doesn't need to return anything, then don't return anything; make it void. No sense in returning a value which has no meaning whatsoever.
And be careful about adopting a policy in which functions return errors. In some cases, all possible return values could be validly returned. An example: you have a function that does some number crunching and returns an integer, but any integer it could return is valid (so, you can't say, "well, if it returns -1 (for example), then it failed"). There are ways to get around this, and get multiple output values from a function (not return multiple values, but there are other ways to have values output). Additionally, there are other mechanisms for error handling (exceptions are one example built right into the language; other user defined error reporting mechanisms can also be devised).