It's hard for me too...if I had to choose one, it would be based on the following criteria...would I watch any movie or stage performance of this person, no matter what.
The first name that comes to mind is Walter Huston. Never failed in any performance. He made the most insipid plot of the 30's movie come to life with his performances. Never saw him on stage myself, but from what I've studied...he was widely hailed there as well.
I can't think of any performers today that cause the same reaction.
"My dreams, watching me said, one to the other...this life has let us down."