How to travel without having to book a return flight? I just want to go on holiday for as long as I please and come back when I feel like it?

But they always try to make you have a fixed time to come back a return ticket and limit the number of visa extensions etc

I just want to go out to Malaysia, Thailand Australia and hang about for as long as I want in each one before moving on then eventually coming home.

Is that possible?
Update: They wont let me leave the airport with a one way air ticket
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