If I had to choose only one I would go for a good pump 12ga shotgun. By just changing the shells, and perhaps the choke tube, you can shoot anything from mice to moose. With slugs you can reach out to 150m or better. Most game shooters don't shoot at much longer ranges than that.

As far as 12ga pump shotguns go it is hard to beat a Remington 870. And they are pretty reasonably priced.