And in the consolation category, I give you the Best Never to win any Major:
Colin Montgomerie. Sergio Garcia can be added to this list, but he still has time on his side. Monty’s days of serious contention are essentially over. Seven-time European Order of Merit (Leading money winner on the European Tour), Ryder Cup hero. Never won a Major. Only needed to make a par on the last hole from the middle of the fairway in 2006 to win the U.S. Open. Made double-bogey. In 1992 he was being congratulated by Jack Nicklaus for winning the U.S. Open when Tom Kite pitched in to steal it from him.
Gene Sarazen, Jack Nicklaus, Gary Player, Ben Hogan, Tiger Woods. There is your elite of the elite group of players who have won all four Majors. Anyone else who has ever placed a ball on a tee has fallen short. Including that aforementioned group that came closer than anyone else.