Here are two of my favorite single leg exercises. They are great choices for building single-leg strength, particularly for the quadriceps. Both exercises can be easily modified to match your current level of strength, and progressed to build strength through a greater range of motion.
Single Leg Box Squat: You can change the height of the box, and add weight to adjust the difficulty of the exercise.
Skater Squats: You can change the height of the object that the non-weight-bearing knee makes contact with, and you canned weight to adjust the difficulty of this exercise.