chelsea,
I thought I'd been "caught out" by the no onward travel scenario when I first came over here. My parents had driven me down to Heathrow and a few friends had turned up to say goodbye.
It was a morning flight and I was a bundle of nerves. This was the big step. Everyone was still at the airport as I went to check in. A Thai International flight. The clerk asked where my return flight was, then where proof of an onward ticket to another country was, then whether I had enough money to support myself whilst in Thailand. I got the third degree.
Anyway, eventually I took my passport back from her and pointed out the Tourist Visa and said I'd called The Thai Embassy in London a few weeks before (which I had) and they'd confirmed that I didn't need any extra travel arrangements from Thailand as long as I had a Visa. She checked me in. A nervous time as I almost didn't get past "Go".
As you'll know, internationally the onus on travelers of any description having the correct paperwork to enter a country was put on the airlines some time ago. So, if anyone's refused entry to Thailand and they don't have a return ticket and they've got no money, it's the airline's responsibility to get you home.
I had some 150 pounds in travelers cheques, maybe 250 pounds on my credit card limit and was unaware that I could use the ATM from Thailand to access my current account in the UK.
So, as far as I was aware at the time, I did not have enough readily available money to buy a return ticket. "A wing and a prayer", but I got away with it
Sorry for the aside. That's just a traveler's tale, but a real one.
Incidentally, I do believe it's just Penang that's insisting on the onward journey ticket to get a Tourist Visa at the moment. It may well become the norm in the future.
I met a number of travelers when on Penang a few days ago and they had all been asked for a flight ticket out of Thailand before the Tourist Visa was granted. Some had to go and buy one first. The exception was the last person I spoke to who said he'd only needed a train ticket. Maybe he was just lucky?