Going solely by stats it is hard to argue against Gretzky. However, even Gretzky himself stated that had Mario not had the disc problems in his back and Hodgkin's disease would have had a crack at a lot of his records. I think Mario was every bit as dominant, but that doesn't take away from Wayne's insane career point total. Unless some major changes happen in the NHL related to rules, goalie equipment, rink size etc I doubt his career point total get touched, but Ovie might catch his goals.
Bo Jackson in his prime was surreal, how many athletes in history can say they were above average in two different sports in the same calendar year? Had he concentrated on just football and played 8-10 seasons full time at RB with little to no injuries he's almost certainly top 5 in rushing yards.
Barry Sanders is the only athlete that I can think of that nobody before or since he played could do the things he did.