I've been trying off and on to work on doing pistols. I think the primary reason people suggest a set of weights and a traditional weightlifting leg routine is because its pretty difficult to develop the strength and balance to do pistols even without weight. I got to the point where I was doing squats with an 80lb weight vest and holding another 70+ pounds of kettlebells and I still wasn't anywhere near strong enough to do unweighted pistols.
Gonna keep trying though.