When traveling abroad, one way tickets means trouble?

Yes. You usually can’t enter another country without proof that you are leaving again. I have never made it through customs without being asked to show proof of a purchased return ticket.

Yes, yes, yes. When I was home from Costa Rica for winter break and was dreading going back I had a one-way standby ticket there and no return ticket. When I went to the check-in counter of course they gave me shit and I had to book a flight back. At first I was relieved, though, because I was so dreading going back there!
My mom made me book the flight, though.
So, yes, you need proof of a return flight.

Yes and No – As long as you can show you have a ticket home for sometime in the future you can hop without a roundtrip ticket in and out of a different countries. For example, I spent a year on the road traveling form one country to another in Asia and Africa. I had a round tip ticket to Singapore (open ended for the date back). From Singapore I went from country to country on oneway tickets – it was often cheaper to buy one way. Now mind you I was traveling on a very low budget and had alot more time than money and therefore I could spend time in a place finding the best ticket prices to my next destination (plus I was very spontaneous in where I traveled to so this gave me alot of freedom). There were a few occassions where I was questioned longer than others but it was never a problem. I loved the freedom the whole experience gave me.