I started watching hockey in about 1965, and was lucky enough to watch Howe, Orr, Gretzky and Lemieux in their prime. All were amazing players who could and did completely dominate games.
Gretzky was certainly the most famous. During the 80's and 90's he was *amazingly* huge. I remember they did a poll in the US of which sports figures the general public had heard of. Gretzky finished third on that list. Granted I'm simplifying things, but Gretzky brought hockey to non-traditional markets in the US, and I would guess he generated well over a billion dollars for the NHL as a whole (any reliable info in this area appreciated). Players avoided hitting him, and referees often gave penalties for routine checks on Gretzky. He was making so much money for everyone, players and owners alike, that he was protected.
And there's the rub. How good would Gretzky have been if he had to endure the same physical punishment and tight checking as Orr, Howe, and Lemieux? Unfortunately, we will never know, but after having watched all four, I would rank them Orr, Lemiux/Howe, and then Gretzky at #4.