I guess it depends on which country you r coming from?...I'm from Singapore, and so many times into Thailand, I've never been asked to show a return ticket during custom.
Overstay is a chargeable offence..even if for one day...those idiots who say just pay the fine, nothing will happen..please remember that your overstay immigration record with Thailand will be forever , they can anytime banned you from entering or obtaining a visa.