Agreed on the one way flight and immigration. Just book a separate fully refundable flight out of the country, within the required time frame (most countries it's 90 days). You pay extra for fully refundable, but you're not going to use it so it doesn't matter.

Luckily, the most skeptical country to enter as a "traveller with no plans" is the US, so if you're starting here you don't have anything to worry about. Many countries you can go through immigration without even talking to an officer these days (assuming you have proof of onward travel).