Unilateral Hack squats (didn't know the technical term until now.)
http://www.dolfzine.com/page427.htm
You don't need weights at first. In fact their nearly impossible without weights when you first begin. It's about the form. If you cant do a full pistol, start by doing half of one using a chair or bench. As you get stronger you can go lower and lower.
Think of the russian dance, only much slower.
Like one-armed pushups/pullups, they build strength very quickly, you cant do enough to injure yourself. and also increase balance/coordination.