When I spent a year traveling in '97-'98 I didn't want to be tied down by an itinerary, so I bought plane tickets as I went. However, I had heard that New Zealand enforces the ticket out policy, so that was the one time I booked a ticket out beforehand. In Australia I booked a ticket to New Zealand, and one from New Zealand to Thailand.
When I was checking in at the airport in New Zealand for my flight to Thailand, the agent wouldn't check me in, because I didn't have a ticket out of Thailand. Having spent time in Asia, I knew that Thailand didn't enforce this rule, but I couldn't convince the agent of this. Since I was changing planes in Singapore, I convinced her to check me through to there, since I would then have a ticket out of Singapore. In Singapore I rebooked my ticket to Thailand, and flew there two days later without an onward ticket with no problem.