Before June 2009, one-way fares were a problem on Eurostar. If you asked www.eurostar.com for a one-way ticket from London to Paris or Brussels it often only offered an expensive fully-flexible fare for £155, even when a cheap £59 return ticket was available on exactly the same train. That's because Eurostar was trying to safeguard its business travel revenue. However, Eurostar introduced a cheap one-way fare on a trial basis in 2007, and Eurostar has now (from 16 June 2009) introduced sensible one-way fares right across its price range - in other words, Eurostar one-way fares should now always be cheaper than the equivalent return!
So hopefully this problem is now resolved. However, if you still find only expensive one-way tickets available, by all means check the price of a return. If the return is cheaper, buy it and throw away the return half after using the outward portion. There are no problems with doing this, indeed Eurostar sales staff have often suggested doing this themselves. Since Eurostar started in 1994, buying a return ticket and throwing away the return portion has been the most usual way people travel one-way affordably on Eurostar. Obviously, book your dummy return as far ahead as the 120 day booking horizon will allow, on the cheapest available train.