Originally Posted by
mrtrickdk
I have traveled in and out of Mexico (different airports) roughly 10 times in the past 3 years and I have never been asked for proof of return ticket.
This is my personal experience and may not be the same of others.
While the Mexican Immigration authorities may not have asked you, the airlines do reserve the right to deny you boarding if you can't provide proof of onward travel plans. Are you willing to risk it? Like others have suggested, a Greyhound ticket would suffice and is a dirt cheap way to protect your one-way ticket on AA (in terms of being able to board)