The best ? How about the greatest ? Well, I can think of two or three---and they're all dead. The one that comes to mind most immediately is Jasha Heifetz, an absolute wizard with his instrument (the violin, of course).
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.