I've done this several times over the past few years - a day or so after arrival I used to go to a travel agent or airline office in Bangkok and then buy a return ticket (home and then back to Bangkok again) and this meant I always arrived on a one-way ticket.... never had a problem. I never had a visa (many nationalities don't need one as you get your passport stamped with a visa on arrival).

The reality is.... how would the person on the immigration counter know you don't have a return flight ? they don't ask. I guess they can look on the arrival card and see if you've filled in the departure flight box.
The only people who'd know are the staff of the airline that brought you to Bangkok - apparently they can refuse to let you board the flight to Bangkok if they think there could be a problem.

Mr Kimbo arrived in Bangkok last night on a one-way ticket (he's flying elsewhere as soon as he gets his onward flights confirmed). Nobody asked him anything.