I'm gonna be the odd one out here.
As much as I love guns, they are indeed just tools. If I were down to just one, it would be just one tool, and would therefore have to do as many things as one could do. It would have to do them while beating me up, in the hand and in the wallet, as little as possible. Since I don't hunt, the three purposes for which this gun would exist for me would be home defense, self defense, and recreational fun.
The one gun that would do this for me best of all would be a high-quality, pocket-possible handgun in .22LR. There, I said it.
So, it would be something along the lines of an older (Interarms-vintage?) Walther PPK/S in .22LR. Of the guns I currently own, my Taurus PT22, Bersa Thunder 22, and Interarms-imported FEG AP22, would all be in the running.