The pistol squat is a one-legged movement that provides all the muscle-building benefits of regular squats while challenging your balance. It's super tough, but comes with major bragging rights.
If you can't yet do a single pistol squat, you're not alone. Fortunately, A Shot of Adrenaline has a comprehensive guide to building up the muscles and skills you need to attempt the move. First come regular, unweighted squats; then comes holding a partial squatting position with your weight shifted onto one leg.
From there, you can do partial reps (sitting down onto a chair) and progress to versions of the squat where you use a door frame or an elevated surface for assistance. Check out the full progression, and a training program to put it into practice, at the link below.
The Definite Guide to the Pistol Squat [A Shot of Adrenaline]