You can just replace one caliper. When it comes to brakes, the lining
(i.e. pads and rotors) are the things you have to replace.
> I was replacing the front pads this week-end and on the second caliper
> one of the bolts sheared off. I am consider buying a new caliper. The
> question is : should I replace both calipers or one is enough? The
> other caliper works fine...