I also always get a return ticket ex BKK....it's usually much cheaper than buying a return in Europe. No problems on arrival (so far) though I did get asked to show an onward ticket by the airline in Paris on check in last time ...first time ever that this has happened. I just happened to have booked an Air Asia flight to Penang the following week and had the printout with me...otherwise they wouldn't have let me board the flight. There may well be problems boarding a one-way flight to BKK even if there are none on arrival.

BTW, rumour has it that the Penang consulate are asking for proof of onward travel even for tourist visa applicants as from Feb 1st... (Thai Visa had a recent thread about this).

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“Not all those who wander are lost.” Tolkien.
Life is not measured by the number of breaths we take, but by the moments that take our breath away.