I'll go with "in person" as well, although my list isn't all that spectacular.
Baseball: George Brett, Bo Jackson, Danny Tartabull, Don Mattingly (we drove down and went to KC Royals games three summers in a row when I was younger, played the Yankees at the last one I can remember best) I was fortunate enough to get several autographs back then when I collected baseball cards too.
Football: Being in Nebraska, its mostly Huskers. My favorite would be Ahman Green, he was awesome and I'm glad to see him being successful in the NFL now too. We've had some others that have gone on to successful pro careers that I've seen up close and in person as well, including Grant Wistrom, Mike Brown, Mike Rucker, DeJuan Groce, Will Shields, and others. Although not the greatest pros, they were great college players: Trev Alberts, Tommie Frazier, Scott Frost, and Eric Crouch. There were also some notables on some of the opponents of Nebraska....Kordell Stewart, Ricky Williams, etc.
Basketball: We went to an NBA exhibition that was held in Omaha when I was in junior high I believe. It was Sonics-Bucks, so I got to see Shawn Kemp (when he was good), Gary Payton, and some other NBAers. My dad and I always wanted to make the trip to Chicago to see Jordan play just once, but unfortunately we were not able to. I followed the Bulls religiously from 1988 until the Jordan-Pippen led team broke up. Also, again, saw a few Huskers...although not many have had really super careers, but solid: Erick Strickland, Tyronn Lue, Mikki Moore.