Single campaigns can be very tough to run, for exactly the reason Crothian points out: combat. Roleplaying and story continuity make up for the heartache though, because it's nice, for a change, to be able to have a "star" and to be able to indulge them.
Try to rely more on diplomacy, roleplaying, personal challenges, and moral choices, with a single-PC party. Don't worry as much about balance and concentrate more on playing to the character's strengths than their weaknesses.
Try the gestalt rules from Unearthed Arcana. If you're unfamiliar, it's basically the best of two worlds, so getalt fighter-wizards get d10 HD, good BAB, good fort and will saves, full spellcasting, a familiar, all the feats from both classes, and 2+Int skills per level.
A well-made (read min-maxed) gestalt PC with plenty of useful gear can handle most challenges that a party 3-4 levels lower could handle, thus letting you use some published modules from time to time.