Do I need an outbound ticket when applying for a SETV to Thailand?

I guess the OP has enough information to decide how and what to do. Further travel recommendations are not necessary.

Would recommend Siem Riep or Da Nang over that list of places for a short visit.

One thing you could do is book an inexpensive flight in the region for before the end of the 60-day visa (that gives you POOT for your visa and for check-in) and then actually TAKE THE FLIGHT (now how original is that? :-D) Stay away a few days, give yourself a little holiday from Thailand and in the process get a new 60-day single-entry tourist visa (SETV). That covers you for the four months without having to deal with Immigration. Phnom Penh, Penang, Kuala Lumpur, Vientiane, Saigon are all wonderful destinations for a short break — and all have Thai embassies or consulates.

If you are not actually planning to use the flight but want to be safe, I found Krabi to kl flight for 600 baht recently. Pennies. Takes care of the issue.

Jean Gravel, Thailand want people who like to visit this country to use a visa for their purpose of Stay. I deleted your response directly after your last comment. Stick to Thai visa advice and keep your personal views for yourself.

If you are flying from NZ to Thailand the airline may also require proof of onward travel ("POOT").

With the SETV you get 60 days of stay, you can apply for Extension of Stay once for another 30 days, than you have to leave the country. You can come back using the 30 day Visa Exempt Entry or apply for a new Single Entry Tourist Visa at a Thai Consulate in neighbor country.

Auckland NZ, thanks. I saw this, so be careful with a very low budget bus or train ticket: Valid Air Ticket or confirmed itinerary. Travelling by certain low cost airline may require additional funding. (additional NZ$ 2,000 per person)

If the consulate where you apply require outbound ticket, you need to provide this to get the visa. It could be a one way ticket with bus or train but make sure the destination is outside of Thailand.