Has anyone bought an onward ticket and then been denied boarding, or even worse, been turned away at immigration? Anyone who's lived through that nightmare?

No. Use onwardticket.com. It's a legitimate ticket. The only difference is that it gets automatically canceled after 48 hours.

I always buy a fully refundable ticket on a Philippine airline's website. It costs $500, but after I cancel, the money comes back in about 7 days. I mostly fly that airline anyway, so I don't feel bad about it.

For an onward ticket, only the airline checks it when you check in for the flight here.