Favorite of all time would be hard to judge. Ueshiba is pretty awesome, but in terms of success in defeating his enemies, nobody tops Musashi Miyamoto. Funakoshi was amazing, but I have to admit that I practice Shotokan. I thought Yasatsune Itosu was pretty amazing, too. Ankichi Arakaki was an interesting character, but he died young. He was spectacular from what I've read.
I don't care for any of the Hollywood actors as martial artists. Some of the top competitors I know have done poorly in movies (Cynthia Rothrock, anyone?).
Zhang Ziyi looks pretty awesome on the screen, but she's not even a martial artist. She's a dancer.