I personally think that Lemieux was more physically talented (although, he didn't really take care of himself smoking all the time + eating crappy food) and would have been the one setting records, if he had been healthy. However, he wasn't, so end of discussion, for the most part.
Orr is the best defenseman, hands down. Of course, I've never seen him live, but I've watched older games and he was just magical. I wonder how many Art Ross's/Harts he would have won, if he had played 15-20 years, as opposed to less than 10.
For me, I would take Hasek over Roy. Hasek from lockout to lockout was one of the most dominant goalie's I saw, and he didn't need a ridiculous over-sized jersey to do it. Unorthodox, yes. But that acrobatic style was something to behold.