I've paid cash for tickets before and it certainly didn't cause me to be selected for additional screening. Most often buying airlines at the last minute caused it for me...until I started flying AA and became PLT.
I'm not necessarily disputing the above poster but I wouldn't take one person's random post as fact. Do some more searching if this is important to you.
I have gone to the airport and ticketed there just to get their "receipt" printed on AA ticket stock. A gift that looks like a ticket seems to make a better gift than a printed paper off the computer.