Squats train your Quadriceps and your Adductors at the same time. In addition, they also activate your glute muscles throughout the entire movement.
Back squats are probably the best exercise for building muscle in your legs, especially since you can load it with relatively heavy weight.
Front squats are a great variation to the traditional back squat that targets the quadriceps a bit more than the back squat.
You can also do squat-like movement patterns, such as the split squat and the lunge.