In jan this year, I went to get my boarding pass and they would not let me on the flight unless i eaither had a outward bound tickets or a visa.
I could not wait another day in order to obtain my visa in the city as my bike was already in thailand airport waiting for me. so i brought a outward bound ticket that i could return and get most of my money back. I think i lost about $100.
I would get the visa - saves any problems at the last second.
For more information on my adventures, please visit either of the following: