-Baseball... I can't stand.
-Football... I don't take the time to idolize players in because they come and go, though as a Steelers fan I can say that in most of my adult life I look at Jerome Bettis with much admiration. The guy is a workhorse and he's done a tremendous ammount for the Pittsburgh area.
He's an asset to the city.
-Hockey... There simply is none better, nor has there ever been...

The guy scores a great goal in his first game, and people knew it was gonna just be great from there on out. He dominated games single-handedly. He came back from one major injury/surgery after another. He got cancer and came back to still dominate games. He's retired and come back and he STILL dominates scoring when he's playing routinely, plus he's getting old by NHL standards now.
He's done a tremendous ammount of work for Pittsburgh at little recognition from our asinine politicians... He's one of the nicest people I've had the chance to ever meet. He's quiet and respectable. He's humble and cares about the game more than any athlete I've ever seen, and wants it to do nothing but survive and grow in popularity.
He was who I completely idolized as a kid, and today as an adult he's still the name/number I wear on my Pen's Jersey if I'm gonna have a named/numbered jersey.
The guy's simply a machine that I'll forever be thankful that I got to watch in his best of days.
A close second in my hockey favorites would be (and still is):

Ronnie Francis... This guy is probably the best well-rounded player in the NHL I believe. And the Penguin's greatest loss to their financial crunch. Francis was a guy that I think every kid idolized. I was lucky enough to attend some practices he ran with kids when I was younger. It was a blast.