Historically Jim Thorpe comes up a lot because next to his peers he dominated in nearly every sport he played, including football and lacrosse, plus Olympic medals that he probably should not have had stripped. Jim Brown is in the same kind of boat. Improvements in sports training, professionalization of some of the sports etc, bring everyone closer together so Brown is not as superior to his peers as Thorpe was, but still is widely considered to be really great.
Muhammad Ali got the nod in whatever 20th century poll SI or someone ran. He certainly dominated his sport and also his society like no other. If you leave out politics he goes in a bucket with Pele, Maradona, Gretzky, Jordan etc.
Babe Ruth would have gone to Hall as a LHP even if he had stopped playing in the field regularly, so he remains my number 1 baseball player, although I stand by Hank Aaron for all around play.