just a simulation for august 2012 (dates don't matter since it's a comparison between one way and return on the same date)
return direct : LGW - MCO : £1036 with VA
return indirect : LHR-ATL-MCO : £664 with Delta
one way direct : LGW-MCO : £845 with VA
one way indirect LHR-PHL-MCO : £703 with US Airways
So for that specific date (Aug 8th 2012) a one way ticket gets cheaper than a return ticket if you don't use the flight home. For a direct flight you'd pay £191 less booking one way. But flying indirect you'd pay less booking a return ticket.
Same simulation for February 7th 2013
return indirect : LGW-CLT-MCO : £423 with US Airways
return direct : LGW-MCO : £443 with VA
one way direct : LGW-MCO : £842 with VA
one way indirect : LGW-DUB-MCO : £443 with Aer Lingus
one way indirect : LHR-PHL-MCO : £715 with US Airways
here, for that specific period, flying direct one way will cost you £400 more than booking a return flight direct with a no show for the flight home.
If you fly indirect, there is no significant difference in price.
You really need to get quotes to see what's the best deal.
ETA : don't worry about not showing up. If you don't make it past the latest boarding time (60 minutes for transatlantic flight) your seat will be attributed to one of the passengers flying standby (or one who's been bumped or whatever)
Actually, your TA (especially if it has ties or is a carrier, will tell you to book a return ticket. Because when you don't show up, they get to put another customer in your seat, meaning they can collect twice the fare for the same seat, no matter how much you paid for it, the other passenger also did.
See, nothing wrong in not showing up in that case, there won't be any consequence.