Raid
If what you and your players like is combat, a raid makes a great one-shot game. It could be dungeons or a corporate enclave; all you need is a drawn-out maze, some filler enemies to provide targets and drama and a big main villain. A raid allows intense, non-stop action for encounter after encounter. It allows you as gamemaster to tax the player's resources and keep the game tense. There is plenty of opportunity for heroics. You can even put people in that need to be rescued. When your session ends, everyone had some fun, got some action and adventure and if there is ongoing interest, it could grow into a more in-depth campaign, or just another raid.
Prison Break
Another good one-shot idea is doing a prison break. It can fit almost any genre and has the added benefit of being a solid "how did the party meet" if the game continues. Prison breaks are good one-shot adventures because you can usually strip your group of all their belongings and leave them with just their brains and their characters' abilities to negotiate the challenges. If the characters are deprived of their powerful tools, then a guard who is armed as a guard should be -- and can be -- an intimidating figure. If your group likes role-playing more than action, you can play up the connections that are made in the prison, and have them orchestrate a massive escape. If your group likes sneaky stuff, they can covertly acquire all of the tools necessary to dig a tunnel to freedom.
Haunted House
Even in a game that is normally devoid of supernatural happenstance, you can use a haunted house scenario. The monster can be someone setting things in motion to appear spooky, or a viable monster from your setting lurks in the shadows -- or even actual ghosts. A haunted house, ship, office building, military base or space station is great because it locks the characters into an insular situation and they are forced to work together to survive. If they fail to rise to the occasion and get end up getting killed by the monster or each other, that's fine -- it was just a one shot.
Murder Mystery
A murder mystery works for a one-shot campaign for a number of reasons. First, you can have the group get together for any reason; a dinner in a spooky mansion is best. You have a behind-the-scenes reason why any one of the characters would want to kill any of your non-player characters, and then decide "whodunit." You can randomly choose or plan it out. It could be one of the player characters or even the butler. Either way, this game is great for players who like to figure out a mystery. Also, being a one shot is good if all the characters end up dead because they can never root out the real killer.