Mike and Mike are kind of retarded, so the names they threw out on the radio were pretty basic...Mike Ditka, Bill Russell (???), John Madden (???). They did mention Lenny Wilkens, and he's an interesting choice because he was a HOF player and a HOF coach, and IIRC he held the all-time record for coaching wins at one point.
One guy I thought of was Ozzie Newsome...great WR at Alabama, HOF TE for the Browns, and great GM in the NFL.
I think the best GOAT candidate for a sports career would be George Halas. He was a very good football player at Illinois (back when they were good), a good football player on the Bears/Staleys, one of the founders of the NFL, held the all-time coaching win record in the NFL, and was one of the top owners and IIRC the longest-tenured owner in NFL history.