So many to choose from.
US Figure. George Washington hands down. Humble in many ways. He was also capable enough when it came to battle to .. well, not allow the destruction of his army against an enemy that knew how to kick ass.
I think the most important part of him however is the fact that he was also fairly politcally astute, in many respects like Eisenhower, able to hold together a rough coalition of armed force.
European Figure- Being of Swedish Descent I've gotta give it to Gustavus Adolphus. I'm not as well schooled in European history, but I'm not totally ignorant either, so I have to wonder what he could have done had he not been killed at a fairly young age. Would Germany look very different from what it is today? He was capable not only militarily, but also politically, and from what little I know, economically.
Asian- Mao.. by far IMO. He was given so many opportunities to fail and managed to stay in the game and finally emerge on top. That alone gives it to the guy. I'm surprised he stayed alive so long!
African-Hannibal, Strategically Brilliance plus lack of other options gives it to him.
Overall-Gotta be a tad bit nationalist here... Washington. How different would the world be without that man? I think that alone makes the decision for me.