We still need the following:
NFL
DAN MARINO
Warren Moon
Either Barry or LaDanian Tomilson. I'd say LT cause he actually came close to the Super Bowl in an MVP year.
NBA
AI
MLB
KEN GRIFFEY, JR.
Tony Gwynn
NHL
ERIC LINDROS
I know people throw out names, but considering the criteria of:
Being an all-time great
Winning some sort of MVP award
Going to the final round (or the conference finals) at least once
All these guys fit the bill.