Formula 1 - Aryton Senna (despite Schumacher's 7 titles)

Sailing - Ben Ainslie

Rowing - Steve Redgrave

Cycling - Eddy Merckx

Agree with many of the others already mentioned. Accept for Baseball, Ice Hockey, Basketball and American Football which I don't know enough about to do anything than repeat what I've heard.

Oh and by the way if Ferenc Puskas played for Brazil in the 70s he would be widely regarded as the best ever. 84 goals in 85 games for Hungary.