Can't narrow it down to one for each sport but the best are:
(in no particular order)

Football - Joe Montana, Brett Favre, Walter Payton, Emmitt Smith, Bary Sanders, Jerry Rice, Terry Bradshaw, Dan Marino, John Elway, Steve Young, Reggie White, Cris Carter, Bronko Nagurski, Lawrence Taylor, Thurman Thomas...

Soccer - Pele, Diego Maradona, Ronaldo, Franz Beckenbauer, Johan Cruyff, Michel Platini, Gabriel Batistuta, Zinedine Zidane, Romario, Giuseppe Meazza, Geoff Hurst, Luis Figo, Raul Gonzalez, Hakan Sukur, Roberto Carlos...

Baseball - Babe Ruth, Hank Aaron, Ted Williams, Joe DiMaggio, Mark McGwire, Sammy Sosa, Nolan Ryan, Cy Young, Reggie Jackson, Mickey Mantle, Roberto Alomar, Carlos Delgado, Lou Gehrig, Cal Ripken, Willie Mays...

Hockey - Wayne Gretzky, Mario Lemieux, Gordie Howe, Bobby Orr, Patrick Roy, Terry Sawchuck, Brett Hull, Bobby Hull, Maurice Richard, Jacques Plante, Frank Mahovlich, Howie Morenz, Mark Messier, Ed Belfour, Dominik Hasek...

Basketball - Michael Jordan, Kareem Abdul-Jabbar, Karl Malone, John Stockton, Hakeem Olajuwon, David Robinson, Larry Bird, Wilt Chamberlain, Julius Erving, Bill Russell, George Mikan, Pete Maravich, Charles Barkley, Scottie Pippen, Clyde Drexler...

Boxing - Muhammad Ali

Tennis - Pete Sampras, Andre Agassi, Boris Becker, Ivan Lendl, Jimmy Conners, Martina Navratilova, Steffi Graf, Serena Williams, Martina Hingis, Jennifer Capriati...

Golf - Tiger Woods, Mike Weir, Jack Niklaus, Ben Hogan, Lee Trevino...

F-1 - Gilles Villeneuve