It is often cheaper to book directly with the airline you are interested in rather than through a third party (Travelocity, Expedia, Kayak etc.) You will also probably able to get an open return ticket directly from the airline. On many of my trips I have no idea what airport I'll be returning from, so I usually buy a one way ticket. I've never had any trouble with customs demanding proof of a return ticket, I just tell them I'll be leaving from another country, worked every time.