(Additional Update: 12 August 2011
Milca, a commenter on the 'Going through Immigration' post, notified and confirmed to us that the Singapore Immigration officials imposed a new rule when exiting and entering Singapore via Malaysia. You should stay in Malaysia for five(5) days before you can enter to Singapore again. This is a big change compared to the 24-hour-stay rule before. Although I haven't heard about this from other people, and didn't see this kind of announcement on ICA's website, it's a fair warning for those who plan to exit to Malaysia.)
Being denied in the immigration is a shocking and hurtful experience. Especially when you've put all your money and effort to find a job in Singapore and other countries for a better life. Currently, the Philippine Immigration is tightening their measures to prevent illegally recruited persons to fly out of the country. Singapore immigration is also doing the same on their immigration policies on people going in and out of the country.
Going to Singapore by air is a better option when planning to work here. You can enter Singapore much easier when you have a return ticket to show to the officials. The problem arises when your one-month visit pass is about to expire and you still haven't found a job. When this happens, what the job hunters do is exit to Johor Bahru, Malaysia and come back to Singapore after several days. This is much cheaper than going back to your home country by plane and try your luck again using a 30-day visit pass by air. But not all hopefuls are successful in coming back to Singapore when they tried entering through JB. This is especially true for females who are trying to work here. They are very strict to females entering Singapore through JB and sometimes also in Changi Airport if you have no return ticket and invitation letter to show.
I had one housemate whose girlfriend was denied entry to Singapore when they tried to exit through JB and go back after several days. In her case, she was doing that for a few times already and they noticed that pattern. The immigration officials denied her entry on this last time and banned her from ever entering the state again.
If you are preparing to exit to Malaysia via land and come back here, take note of these possible consequences and plan ahead. Better safe than sorry. Good luck!