I'm gonna have to go with Gretzky. Hard to argue with most points all time, most points/goals/assists in a season, and 4 cup wins. Plus he's from Brantford, same city as me! I went to the same high school he did, and my dad actually went to school with him.
Runners up would have to be Lemieux, Orr, Bossy, Richard and Howe.
If Bossy hadn't had his career cut short due to injury he would easily be top 5 all time. He started his career with 9 straight 50 goal seasons and has the highest regular season goals per game in NHL history.
Best goalie is probably Roy, although I don't like him at all.
My favourite players all time are Keith Tkachuk and Ryan Smyth, but neither of them are even close to best all time. Tkachuk will hopefully make the hall of fame though. Never won a cup, but he did lead the league in scoring twice and has over 500 career goals. Was just put in the US Hockey Hall of Fame.