If you're using "one" at the start, then use one at the end. However, it's not the best way (in my opinion) to express this sentiment.
One is more generally switched with "you", rather than "he or she", so you would tend to say
"If one wants to do something, one should do it."
"If you want to do something, you should do it."
(note "want" not "wants" in the latter)
You could also use "someone", eg
"If someone wants to do something, they should do it."
and I feel that this is the best way to express this sentiment: the use of "one" in this sense, although more correct, runs the risk of being seen as archaic and pretentious nowadays, and using "he or she" instead of "they" in this case feels clumsy.
Note that "someone" and "one" are not interchangeable in all situations: if you wrote
"If someone wants to do something, someone should do it."
then this changes the meaning to
"If a person wants to do something, then a person (any person) should do it."
"If a person wants to do something, then that person (the person who wants to do it) should do it."
which was the original meaning.
Where "one" is better than "you" is in a situation where you (the speaker) want to make a general statement which is actually directed towards the listener, but still has "plausible deniability" as being a general statement. It's a way of telling someone they should do something, in this case, without technically telling them to do it, which might be desirable.