Tod is right, it absolutely depends on the carrier (and sometimes immigration aren't that fussy!). My airline asked me why I only had a one way ticket, and I explained that I was landing and applying for a retirement visa. They were more than happy with that. (I did have a throwaway ticket but was never asked for it either by the airline or immigration).
Some airlines are excessively picky because they have to bear the cost of flying you back if things go wrong, and half the time the check-in staff play it very safe.