I can't say whether buying round trip or one way is better, in fact I have a similar issue i posted about this afternoon... but I do know why one way is more expensive, because I asked about it once. It makes sense...in business logic, at least.
Basically, One way costs more because the airline looks at it as lost business. You are only going in one direction, and not flying back with them, so they charge you more for not flying with them again. They give you a discount for flying round trip because you are giving them your business twice, and you might make another flight out again later.
So in a nutshell, one way costs more as a punishment for being a customer once, not twice. Although I doubt they would refer to it as punishment.
