Jim Thorpe was who I thought of immediately as the best athlete. Bo Jackson is definitely up there. I think Deion Sanders was a great athlete... he also played MLB. You can't argue how great Michael Jordan and Jerry Rice were for their sport, but I don't really consider them the best "athletes"... more like the best at their sport.
Don't laugh at me for this, but I consider Dave Winfield one of the best as well. In 2004, ESPN named him the third-best all-around athlete of all time in any sport. He was drafted 4th overall by the Padres AS A PITCHER.
Rather than put it in my own words, I will copy/paste this from sporthaven .com.
Bio:
Dave Winfield is the only athlete in history to be drafted by four different leagues. Winfield was a gifted athlete and upon graduating from Minnesota, he was drafted by teams from the National Basketball Association (NBA), National Football Association (NFL), Major League Baseball (MLB), and the American Basketball Association (ABA). Obviously, Winfield excelled in multiple sports, but upon becoming professional he decided to stick exclusively with baseball.
Winfield was born on October 3, 1951 in St. Paul, Minnesota. He received a full-ride scholarship to the University of Minnesota, where he starred in both baseball and basketball. In basketball, he helped the Golden Gophers win their first Big Ten title in 53 years. However, it was on the baseball diamond that Winfield truly excelled. He led Minnesota to the College World Series in 1973 as both an outfielder and pitcher, and won World Series MVP for his pitching performance. Upon graduating from Minnesota in 1973, Winfield was drafted by the San Diego Padres (MLB), the Atlanta Hawks (NBA), the Utah Stars (ABA), and the Minnesota Vikings (NFL) even though he did not play college football
. Winfield picked baseball and the Padres, and began his professional career that very same year.