(Yes, I believe Lemieux was the best ever, and I'm not a Penguins fan.)
Aside from all the obvious records Gretzky, shattered and still holds (most will never be touched), the goals he scored and how scored them, his speed and agility, the number of cups they won during the Oiler's dynasty, the way he used the back of the net, like a QB in the pocket, to make his plays...I could go on.
The reason Lemieux appeared to be the better player was because of what he did when he had the puck, ie., the camera was on him. Yes, he could score, he could handle the puck, he was fast, etc., no doubt, an excellent player and one of the best of all time. However, to really appreciate how brilliant Gretzky was, you had to watch him when he didn't have the puck, which you couldn't do by watching him play on T.V. His anticipation of where the puck was going and where his teammates were and were going to be and where the other team was and what they were going to do, is unmatched by any other player in the league to ever play the game. Just look at the number of assists he has and how would feed the puck to Kurri, Messier, Coffee, Anderson, to name a few. Add to that, all the goals he scored each season and to me, that's the reason he is called the Great One!
As for Brady, that's just crazy...to be able to play that long, in such a tough sport, in such a vulnerable position...at his age, easily makes him the greatest QB to ever play the game...and there's been some amazing QB's before him.