Dungeons & Dragons is a social game built around the core concept of the adventuring party. To that end, the various threats and obstacles throughout an adventuring day necessitate a variety of skill sets. One party member can bash down doors and cross swords with burly foes, another can pick locks and disable traps, a third can cast spells and, uh... do everything the first two do as well as much more. Nonetheless, the point stands: if you want to get far in this world, you'll need some friends with different class features before long.
Such is the conventional wisdom, anyway. But we here are all about bucking trends. Wouldn't it be exciting to try and have a single character be as versatile as possible to try and fill every party role? I'm not saying he or she has to be just as good at doing everything a complete party is, merely well enough to have a fair shot at any demand the adventuring world may throw at him. There's a certain tidiness (and thrill) to running a one-man party: how different does the D&D game feel when it's just one player and the DM? Imagine not having to share any loot from a treasure horde or XP from a fight. Imagine never having to argue about where to go or what needs to be done. Plus, it's the only way to experience one of my favourite adventure modules from a conceptual viewpoint: Jacob's Well.
So what sort of class is suited to take on such a demanding role? Perhaps it's tempting to take one or two levels of several different classes, hoping to score the most fundamental aspects of their class features and thus being able to do a little of everything. Your base attack bonus, spell progressions and general effectiveness at any one thing are going to suffer mightily for it, though. Surely it would be more elegant (and no doubt effective) to try and tick all the boxes while still staying in one base class!