I told her I can show her a ticket to Vietnam and she said NO, I have to show a ticket to my home country. In my case, it worked out nicely as I'm going home for Christmas anyway, was just forced to buy my ticket on the spot otherwise I would have been refused entry. Didn't really ask any questions, bought a ticket, showed it and got stamped in.
I did a 30 SETV extension yesterday (On a Monday), got there at 12:45, got my ticket (+-80 people in front of me), went for lunch and walked out of there about 4h30. 3 Hours were not too bad for a Monday:-)
Maxim Thibodeau They can ask you 3 things when entering Thailand. 20k cash (In any currency), proof on onward ticket (Any form of ticket out of Thai, bus ticket is the cheapest), Proof of accommodation(Booking.co.m). I did a visa run to Penang and got asked to show 20k at the land border down south in Thailand. Showed 20k and they let me through without any hassle. Just be prepared for worst case scenario then you will not have any problems :-)