For a single threaded application you can often get around having to use any type of queue at all simply by processing the next item as it comes in, but there are many applications where this isn't the case (queuing up data for output, for instance).
Without the need to lock the queue (no other threads to worry about) a simple circular buffer is going to be hard to beat for performance. If for some reason the queue needs to grow after creation this is a little bit more difficult, but you shouldn't have a hard time finding a circular buffer queue implementation (or building your own). If either inserting or extracting are done in a signal handler (or interrupt service routine) then you may actually need to protect the read and/or write position indexes, but if you know your target well you may be able to determine that this is not the case (when in doubt protect, though). Protection would be by either temporarily blocking the signals or interrupts that could put things in your queue. (You would really need to block this if you were to need to resize the queue)
If whatever you are putting in the queue has to be dynamically allocated anyway then you might want to just tack on a pointer and turn the thing into a list node. A singly linked list where the list master holds a pointer to the head and the last node is sufficient. Extract from the head and insert at the tail. Here protecting the inserts and extractions from race conditions is pretty much independent and you only need to worry about things when the lenght of the list is very low. If you truly do have a single threaded application then you don't have to worry about it at all.
I don't have any actual benchmarks and can't make any suggestions about any library implementations, but both methods are O(1) for both insert and extract. The first is more cache (and memory pager) friendly unless your queue size is much larger than it needs to be. The second method is less cache friendly since each member of the queue can be in a different area of RAM.
Hope this helps you evaluate or create your own queue.