Single Sign-On means something else to different people - e.g. one-time authentication and authorization across multiple systems (front or back-end) or simply being able to delegate credentials from the system you are logged-on to other systems while accessing a services or data.
In SharePoint 2010 for Authentication you could either configure Kerberos which actually allows users to automatically authenticate to SharePoint sites once they are logged-in onto their computers - but that is not single sign-on.
Other systems rely on Forms-based authentication (or Claims-based for more complex scenarios)
Or...rely on Secure-Store, if you are only interested in back-end authentication between SharePoint and other systems, e.g. some back-end systems.