To clarify, I am not looking for a classification but rather for well-researched examples of families of (finitely generated) groups generated by a single conjugacy class.
A collection of examples, some from the answers and comments, is as follows.
- Let $W$ be a Coxeter group with presentation $$\langle s_1, \dots, s_n \;|\; (s_is_j)^{m_{ij}} \rangle,$$ with $m_{ii} = 1$ and $2 \leq m_{ij} = m_{ji} \leq \infty$ whenever $i \neq j$ (the relation $(s_is_j)^\infty$ stands for "no relation"). Suppose that the graph $G$ with vertices $s_1, \dots, s_n$ and edges between $s_i$ and $s_j$ whenever $m_{ij}$ is finite and odd, is connected. Then, all the $s_i$ are conjugate and thus, $W$ is generated by a single, somehow distinguished conjugacy class. Specific groups in this family include dihedral groups $D_m$ for odd $m$ (the groups obtained when $n=2$) and symmetry groups $S_n$ (by letting $m_{i(i+1)} = 3$ and all other $m_{ij} = 2$).
- Braid groups $B_n$ (or more generally Artin groups for which the same criterion on the off-diagonal weights as above holds) also satisfy that all standard generators are conjugate.
- Mapping class groups of surfaces are generated by finitely many conjugate Dehn twists around non-separating curves.
- Knot groups are generated by finitely many meridians.
Are there any other families that come to mind?