For Millwall, it's Neil Harris. No one comes close. In his prime the best player I've seen in a Millwall shirt, and we've had some pretty decent players in my time, too. I'm too young to have seen Sheringham, though.
Football-wise probably Ronaldo before the injuries and weight gain.
Growing up watching the Vale, Ray Walker...pure class.
Beyond the Vale, I'd have to say Lineker. As I got in to me teens though it was Alan Shearer. Loved getting a pear of Umbro Speciali's in the 90's with the soft fold over tongues. Best boots ever made!!