How to draw single pixel in GL 3+ (without fixed pipeline)?

Don't render pixel by pixel. At the very least, make a buffer containing all pixels, and draw them all in one go.

But a better approach is not to ask how to draw a pixel as efficiently as possible. Your problem is not that drawing an individual pixel is slow, but that you're drawing individual pixels in the first place. Instead, describe what you want to achieve, and we can come up with a much better solution that perhaps doesn't involve pixel drawings at all.

First of all thanks to answer.

I'm integrating Gwen (http://code.google.com/p/gwen/) a gui library. To achive this, I have to implement my custom UI render. This is mostly done.
Gwen define his own render interface, so I have to implement this interface.
One of this functions is draw colored rectangle. This function works well.
Another function is draw a single pixel. To achive this I call the function that draws a colored rectangle but with the rectangle bounds like that: rect.x = pixel.x, rect.y = pixel.y, rect.heigh = 1, rect.width = 1.
The problem comes when the Gui system tries to perform many draw pixel operations. This drops down the frame rate.
I attach an image showing that problem (Color pick up), the frame rates drops down to 10 fps.

[attachment=7013:draw_pixel_problem.jpg]

I don't know Gwen. Are you implementing your own color box or are you trying to improve the performance of the existing color box?

If the former, don't draw it pixel by pixel as I said. Make an image, a texture, or any kind or separate buffer that contains the entire set of pixels. Draw that buffer, and update it only when you need to change the colors within the buffer.

The way I would do this is: each time DrawSinglePixel is called, add the parameters to a list (which could be stored in a VBO in a format that you can use directly for drawing with). So long as nothing else happens keep adding for each DrawSinglePixel call, but as soon as something else happens (a state change or something else needs to be drawn, or you reach the max size of your list) you flush the entire list in one go and reset it to the start. That would achieve reasonable batching without much in the way of overhead.