I've been using a rough 3-workout split based on back squats, deadlifts, and pistol squats. Saw a comment from Art De Vany that makes me wonder if pistols are appropriate to work in on such a regular basis:
Lunges are worse than one-leg presses because the spine creates a lever between the weight on your shoulders and your hips.
I do feel the one-leg press is about the best of them all. It halves the load and creates an asymmetry that builds balance. One leg cannot support the other. There are side loading issues as Chris points out. A side load does create a shear force that can be damaging.
I can do about 7-8 pistols on each leg, and I don't do a lot of volume (usually a set of bw, then a set with some DBs).
Should probably look in to it.