i do single leg sets... single leg squats (one leg on a bench, with dumbells), single leg presses, single leg deadlifts (just kidding)
when you go to single leg you concentrate more on your form and its a lot harder... start at less than half the normal max, you'll be surprised at how weak single legs can be (i can do 5 plates on the press normally but only about a plate and a half single leg)...
if you really want a burn superset a double leg set with a single leg set (alternating starting legs for 4 double sets in total)... need a training partner to switch the weights for you though...
that's what I do