Perhaps I'm confused and missing the point.. but you're just planning a round-the-world trip here?

Why are you so worried? It's perfectly normal. I've done it, many others have done it.

Whenever I've entered the US (UK citizen, resident in Denmark) I have never been asked for evidence of a return ticket or any other ticket.

Just go, tell the truth and enjoy your trip. I simply can't understand why you're getting so worked up about situations that won't happen.