We book one-way trips all the time - just make sure you have a copy of your return flight with you and there won't be any issues.

One thing to keep in mind with the one-way trips, though, is that each is treated as a separate reservation. If for any reason you end needing to change your itinery, each of the flights would be subject to the change fee. As an example - if you had to postpone your trip for 6 months and the change fee for you airline was $150, you'd lose $300 in value to be applied for later flight instead of the $150 fee for a round-trip reservation.