Andy i'm sitting here in US doing some flight training with some other bods and from my experieces of the US the immigration people do not give 2 monkeys about the return ticket of your airline ticket they have never asked me to show it to them here in the us or any country, if your of arab or of a hue of dark persuation they may ask to see it.
I'd just get a cheap 2 week return ticket from airtours or another charter and similarly at the other end.
The issue will be which visa you have the right visa and is it in order. Sure you'll find the immigration people over bearing and a little obnoxious but if they do ask just explain the situation, they are people and the'll understand if you tell them this is the best way for you to save a few bucks.
Enjoy training