True, refundable tickets cost a bit more, but they are not ridiculously expensive. When entering Thailand on a one way ticket, I can usually find a fully refundable onward ticket to a nearby destination for about 4000 baht. But I just put that on my credit card and refund it as soon as I arrive (which takes a few clicks and less than a minute of my time).
The whole thing costs nothing, takes about the same effort as buying a rent a flight, and you get the added benefit of having a real usable ticket incase questioned by an immigration officer upon arrival.