What's the Best Way to Add One Item to an IEnumerable<T>?

Nope, that's about as concise as you'll get using built-in language/framework features.

You could always create an extension method if you prefer:

arr = arr.Append("JKL");
// or
arr = arr.Append("123", "456");
// or
arr = arr.Append("MNO", "PQR", "STU", "VWY", "etc", "...");

// ...

public static class EnumerableExtensions
{
    public static IEnumerable<T> Append<T>(
        this IEnumerable<T> source, params T[] tail)
    {
        return source.Concat(tail);
    }
}

IEnumerable is immutable collection, it means you cannot add, or remove item. Instead, you have to create a new collection for this, simply to convert to list to add:

var newCollection = arr.ToList();
newCollection.Add("JKL"); //is your new collection with the item added

Write an extension method ConcatSingle :)

public static IEnumerable<T> ConcatSingle<T>(this IEnumerable<T> source, T item)
{
    return source.Concat(new [] { item } );
}

But you need to be more careful with your terminology.
You can't add an item to an IEnumerable<T>. Concat creates a new instance.

Example:

var items = Enumerable.Range<int>(1, 10)
Console.WriteLine(items.Count()); // 10
var original= items;
items = items.ConcatSingle(11);
Console.WriteLine(original.Count());   // 10
Console.WriteLine(items.Count()); // 11

As you can see, the original enumeration - which we saved in original didn't change.