Like someone above said, Jim Thorpe did it all. And I hate to say this because he was a redskin, but Sammy Baugh was impressive in his day. As was Wilt Chamberlain.
I've been playing golf for 25 years, and I love playing it more than almost anything in the world, but I have a very hard time putting any golfer in the same category as the 3 guys mentioned above, much less your average NFL, NBA, or NHL player. And I say that because I don't believe you have to be a superior physical specimen in the prime of his life to do well at golf. The only thing I can think of that great golfers have that others MAY not have is superior hand-eye coordination and the ability to concentrate on the task at hand. The pro golfers are definitely special, since they can break par just about anywhere, but almost anybody can be a single-digit handicapper with proper instruction and good practice habits. And if your handicap is in single-digits, you're plenty skilled at the game of golf (especially if you hold down a full-time regular job!).
So no, I don't thing Tiger is the best athlete ever, although I do believe he's the best golfer ever. I also feel confident in saying that his will to win in golf may be greater than any other person involved in any single-competition sport.