Our starting point are register automata for data words, in the style of Kaminski and Francez. We study the effects of the single-use restriction, which says that a register is emptied immediately after being used. We show that under the single-use restriction, the theory of automata for data words becomes much more robust. The main results are: (a) five different machine models are equivalent as language acceptors, including one-way and two-way single-use register automata; (b) one can recover some of the algebraic theory of languages over finite alphabets, including a version of the Krohn-Rhodes Theorem; (c) there is also a robust theory of transducers, with four equivalent models, including two-way single use transducers and a variant of streaming string transducers for data words. These results are in contrast with automata for data words without the single-use restriction, where essentially all models are pairwise non-equivalent.