Buying a return instead of a one-way and only using one leg is fine - providing it's the return leg and not the outgoing leg that you will not be using.
A few years ago I had been planning on purchasing a round trip from London to the US, but because I was already in the US, I was going to only use the return leg. However, when I called the airline, I was informed that while it was fine not to use the second flight, if I didn't turn up for the first leg, they would cancel the whole trip (they would assume that I wasn't travelling at all). So in the end, I had to book a round trip from the US to the UK and just not use the return leg.