Yet another vote for Roosevelt, and Aneurin Bevan, who's probably the greatest politician the labour party ever had, and exactly the sort of leader they badly need now.
As for actors, I'd have Bruce Lee and River Pheonix. Everybody else I can think of lived to a ripe old age before passing, whereas they both had a bit (or even a lot) of untapped potential. Everybody, quite rightly, talks about how stupidly young Lee's son died, but his dad was cut down at a point where he was on the rise as well, and it would have been very interesting to see what he'd have done if he'd had another twenty or thirty years of his career.
The two musicians I'd pick are both guitarists, the most obvious one anybody could think of and Danny Whitten out of Crazy Horse. If Whitten hadn't died of an overdose, Neil Young's career might have taken a very different turn in the '70s, and he was a good writer himself. I'd also take Charles Shaar Murray's line about Jimi Hendrix: he wasn't washed up when he died (you only have to listen to Angel to recognise that), and might have gone on to far greater things if he'd lived a bit longer.
