airline Travel, one way tickets, big problem$$$
You're free to buy a round trip ticket and not use the return leg. I'd certainly do it if it were cheaper, but anytime I've tried to book one-way, it's more in the 80% price range of round trip.
Aside from that, the only advice I have is shop around, and/or change your travel dates if possible.
If you don't return on the second leg of a round trip ticket then you are actually in violation of the Contract of Carriage (the agreement you make with the airline when you buy the ticket). The airline, if they catch you, can require you to pay the full priced ticket that would have applied if you had booked the one way. For the airline to catch you / know they have to be tipped off some how. If you book with the same airline and start regularly dropping the second leg, they will likely catch on.
I've read about people being hit by the airlines on this, often enough that it worries me. But again, I've only heard of it happening where the airline has a program that can detect the pattern and sort of "auto alert" them. If you have an airline mileage program with the airline that is a sure fire way for them to get you. Where people do it with no pattern, with various airlines, and no way to track it then no, it is not common.