I've spent the past decade as a solo DM and player. I haven't done so with 4e yet, but here are my thoughts:
Storytelling: Without a bunch of other players to muck up the central plot, you can really give the player his time to shine. The story is about him and always will be.
NPCs: Lots of them. Lots and LOTS of them. The more, the better. You need to fill out your world with personas (shallow and deep) because everyone the player talks to could be important, or may cause him to do a dovetail off your planned plot into one of his own.
Episodic: You may find at first that it will be easier to run a "monster-of-the-week" series of adventures to get the player comfortable with playing one character.
Buddy Cop: Adding a companion as your mouthpiece will help the player considerably. When I ran my last homebrew, the player had six 'dedicated' NPCs that he 'swapped out' at random (actually, by design - we had a fiat that he couldn't bring more than three at a time on an adventure due to the balancing act that 3e did with its pre-gen adventures). The adventure became very much a soap-opera with action/adventure elements, and it worked extremely well (IMHO).
In 4e, the complexity of the combat system can take away from the storytelling feel, so make your combats SHORT. Avoid artillery-typed monsters. Spellcasters are fine, but probably no more than two. Never outnumber the player more than 2-1 unless you're using minions. And use minions a LOT.