Select distinct values from a single column of an attribute table (or layer)

Or you can run the ArcToolBox tool Frequency (Analysis Tools>>Statistics>>Frequency) which will output a table with unique values and a count of how many time they appear.

Or you could write python script that gets a SearchCursor on a field then build a list of all values of the form

if value not in myList:
    myList.append(value)

Use a Python list comprehension.

import arcpy
fldName = 'val_fld'
fcName = 'feature_class.shp'
#set creates a unique value iterator from the value field
myList = set([row.getValue(fldName) for row in arcpy.SearchCursor(fcName)]) 

For large datasets a memory efficient method would be to use a generator expression.

myList = set((row.getValue(fldName) for row in arcpy.SearchCursor(fcName,fields=fldName))

If your data is in PGDB format, you can do the following within the query builder dialogs (definition query, select by attributes, toolbox expressions etc.) using a subquery:

SELECT * FROM tableName WHERE ...

column_to_test_for_unique_values IN 
(SELECT column_to_test_for_unique_values
FROM table_name
GROUP BY column_to_test_for_unique_values HAVING
Count(column_to_test_for_unique_values)=1)

This will return the records for which the values in the column_to_test_for_unique_values are unique.