Not sure who the best of all time is. However, Jeff Beck is in a league of his own when it comes to the electric guitar.
Best musician in the world?
A question posed in another thread, in my view, although musicianship is hardly a sport to be measured as such, the most universally prodigious musician is probably Shawn Lane. He is definitely the world's most phenomenal/inimitable electric guitarist. And he is a world-class pianist and saxaphonist as well.