This is definitely an issue when flying out of Australia to any country in the world. I have talked my way out of it a couple of times (most recently with a one way ticket to LA) but there is an easy way to keep everyone happy. First up photoshop, take an eticket you have (AirAsia, Tiger, etc.) and just change to the appropriate date etc. Safer to have this on a different airline to the one you have your one way ticket into the country booked on. The other option is just to buy a fully refundable fare out of the country on your credit card. Once you arrive, call up and refund the fare.
Like all border regulations it is annoying when they aren't uniformly applied the world over, but no one ever wants to get stuck. I have travelled the last couple of years on one way tickets throughout the world and the only time I have ever been asked for proof of onward travel is when boarding a flight in Australia, never on arrival in a country (though they do have the right to ask, but often if you can prove adequate funds and a plan, ie. to exit the US overland it does all work out)
