Since there is no fee, there is no incentive for any miner to confirm your transaction. You are waiting for a generous miner (or pool) to confirm your transaction out of the charity in their heart. Since there are other transactions that also don't have fees, you are waiting for enough miners to be generous enough to eventually get around to your transaction (after they've handled other transactions that they heard about before yours). As such, this particular transaction may take SEVERAL hours (or even a few days) to confirm.
Does it require miners some extra effort to include fee-less transactions in the generated block, provided there is enough room in it?
No, a transaction with or without fee does not change the difficulty. By default settings however there is only 50KByte reserved in a block for transactions without fees or with fees so low they might as well be none. Thats 1000 satoshi currently AFAIK.
It is not uncommon to see a new block generated right after the previous one with only one transaction (which, as I understand it, refers only to the new bitcoins just created).
Thats typically the coinbase transaction creating new coins, yes. I think these blocks are empty because the miner that mined them did not know of any other transactions at the time or at least not enough. Once a new block is published to another miner they have to start from scratch. In order to waste as little time as possible they would start calculating hashes on a block with no transaction but the coinbase. If the block is found early no transactions have been added yet.
