In 31 years of flying here, I have never been asked by Immigration in Thailand to show a return or onward ticket. I fly here every 5 weeks. I have however, been asked at check in in 5 countries for onward flight details, in two cases I showed them my Thai drivers licence, and in the other three I had a valid visa. these countries/airlines were
Singapore/SAS - funnily enough I was on the return portion of my flight.
Angola/Ethiopian airways - managed to convince the guy that It was OK, was travelling with three thai workmates at the time who all chimed in.
UK Heathrow/BA - probably just the wrong time of the month, but she really didnt have a clue, called the boss over and sorted.
USA LA/United - had to call supervisor to check my visa.
Ghana/Ethiopian again - got a hard time for several minutes until supervisor came over checked visa and then upped my to business class.
As you are married just get the visa and it is no problem, you can also check the Thai embassy sites (hull definatley) and print out a paper saying that if you have a visa Thailand does not require onward booking.
freddie