No you do NOT have to buy a return ticket/onward travel ticket. I did my SETV in Vientiane 2 weeks ago with no questions asked at the embassy. You could possibly be asked as you enter Thailand to show 3 things,
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k cash, Onward travel ticket and proof of accommodation. This has been requested from people that have a few Thai visas already in their passports. If you have a few Single Entry Thailand visa (SETV) then I would recommend having 20k with you. You can "book" an onward travel ticket for B600 if you want to have all the required paperwork if they request it :-)
Yes I want a land border entry instead of an international entry at Don Muang, by doing it with Nokair, I have a domestic flight so no worries after I cross the border. And I have the time so an extra day in Laos is not problem at all :-)
I have to withdraw money and thought there will be some atms that will give dollars but I tried everywhere. Only thing I can think of now is to withdraw kip and then change to baht (The exchange rate isn't that good but looks like my only option to have 20k with me, just to be safe)