I've had it happen to me twice.

On landing in Cape Town, the only other ticket I had booked was from Nairobi to Cairo. Evidently, they figured I'd be able to do that without ever leaving South Africa, so it wasn't sufficient proof. In the end, all they did was cut my 3 month visa-on-arrival down to one month.

Another time, checking in for a SEA-BKK flight, I was stopped at the counter for only having a one-way ticket. So I booked a full fare, refundable, return flight on the spot, then found the airline office in Bangkok the next day and refunded it.

Most places, it's not an actual issue. Scary places like Russia and the USA are exceptions.

Yes, but I recently had a rather curious experience at the Thai consulate in the US. Their web site states you need to show tickets in and out and a bank statement. I printed these out, but the receptionist handed back these documents before sending me to the visa window, so they were never considered. Perhaps the requirement was dropped and the website not updated. I do know that if you overstay your welcome, you will be fined per day you are late leaving the country.

Yes. One time I had to buy a one-way ticket back at the airport. Now I paid by credit card and cancelled my ticket as soon as I could and got most of my money back, but it was still a bit of a PITA, and reinforced in me the importance of always having a decent buffer on an emergency credit card.

Yes, seen it happen but you can often talk your way out of it, or print a fake bus ticket. Other times you'll be less lucky, it really depends on how you get on the desk. Technically its the law in a lot of countries but often not enforced.. up to you whether its worth the risk!

Yes, but just book a fully-flexible return, the refund it after you've entered the country. Quite a stupid rule given it can be so easily circumvented.