I did a bit of looking around. The Leviton 8299 is a combination GFCI with a single receptacle and a single pole switch. The only problem with it is that the switch is rated for 8.3A. Also the receptacle is a 15A receptacle, so you couldn't use it on a 20A circuit.
Pass and Seymour list 15A GFCI receptacles with 15A switches, and 20A GFCI receptacles with a night light in place of one of the receptacle outlets.
http://www.passandseymour.com/pdf/E.pdf I'm sure that other manufacturers make devices where one 'outlet' of the GFCI is replaced by something interesting.
-Jon
