GIMP from SVN (2.7.x) comes with a built-in single-window mode (can be disabled) but I find it unstable sometimes so I prefer to use the stable GIMP 2.6.x, especially since there are so many goodies you can use to enhance it, like GIMP Painter and GIMP Paint Studio, G'MIC or the GIMP Plugin Registry package.

So if you want to use the stable GIMP 2.6.x (tested with GIMP 2.6.11 under Ubuntu 11.04) and still get a single-window mode in GIMP, here's how to do it using a script called GIMPBox.