Instead of a "greatest single player ever", I like to think of it as the "best ever club". Chess is a game where even the greatest players sometimes lose. If there were a player who never lost, they would be the best ever. However there are lots of players who are not that far off and so I put them all into the "greatest" category.
My personal favorites are (Not in any order) :
Fisher, Tal, Kasparov, Capablanca.
Kasparov definitely is the best in the world