Usually it's the caliper.
The way you tell is to open the bleeder and then try to push it in. If it still doesn't push in, or is still really hard to push in compared to the good side, caliper is toast. Time to go get a new or remanufactured one.
If you open the bleeder and it pushes in really easy, and fluid squirts all over the place out of the bleeder as you push it in, it means that, well it ISN'T the caliper. So now you gotta go look for the blockage. Next culprit is usually the rubber brake hose right at the caliper, or if you have ABS maybe something happened in the ABS module... etc
James