For most countries, visas are just a tourist tax and being denied is quite rare. For people though in developing countries going to certain 1st world countries, well then denials can and do happen if the consular officer isn't convinced they'll leave on time (or at all). In the later case one can always book a cancellable/refundable ticket that you have no intention of using except the visa issuance process. Really this doesn't even have to be to/from your home country, just to show you're entering and leaving the country where you need the visa for. You'd be surprised how many airlines outside of N. America and Europe have extremely generous refund policies, even on lower fare class tickets. Mileage tickets are usually also fully cancellable with minimal to no penalties depending on your frequent flyer status.