Visa questions -Traveling to Thailand?

I live in US and plan on going to Thailand soon. I know that you need proof of leaving the country within 30 days. My dilemma is that I would rather leave by train or car into either Vietnam or Laos. However I have been told online that this isn't sufficient for the Thai government. So now I ask can I just buy... show more I live in US and plan on going to Thailand soon. I know that you need proof of leaving the country within 30 days. My dilemma is that I would rather leave by train or car into either Vietnam or Laos. However I have been told online that this isn't sufficient for the Thai government. So now I ask can I just buy a refundable return ticket and then cancel last moment? Or is there a fine for this too? I'm having no luck finding any of this info online.
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