Kevin Kline for the win.
He can do both drama and comedy, has a more than serviceable voice and for dance moves? I can’t link to it from work but there is his memorable “How to act like a manly, man” scene from In and Out.
He can do it all.
Lena Horne
Surprisingly, Joseph Gordon-Levitt.
Where can I see her dance???
For my money, Ann Miller.
Yep. From the new guard, Joseph Gordon-Levitt, Hugh Jackman, and NPH lead the pack.
Tea For Two; Calamity Jane; Pajama Game. She might have been a better dancer if she had not been in a bad car accident as a teenager that steered her more into singing.
Just thought of Bernadette Peters and Patti LuPone. How does Kristin Chenoweth dance?
I’ve got all of those – I’ll have to re-watch as I don’t recall the dancing parts being the strong point in the performances.
Jennifer Lopez, although I’m not sure how well regarded her acting is.
Dick Powell, Ruby Keeler, Gwen Verdon, Catherine Zeta-Jones, Danny Kaye, Frank Sinatra (see On the Town or Anchors Aweigh for his dancing), Donald O’Connor, and Debbie Reynolds.
He dances well, but he sings like he acts: he doesn’t. He gets in front of a camera and says his lines however he likes. He’s awesome for it, but I can’t say he’s acting. 
Kristin Chenoweth
Glee: Matthew Morrisey in particular (in addition to the younger cast) is a phenomenal dancer, as well as singer and actor. Non-Glee: Brian Stokes Mitchell is astonishingly good. Corey Reynolds of The Closer starred on Broadway in Hairspray, clips from it show him to be fantastic. James Marsden in the movie version of Hairspray, but I can’t remember his dancing - time to rewatch it. Mandy Patinkin. Ann-Margret became a fairly good actress over time.
If you ask me, her acting is much better than her singing, which is awful.
How is Bette Midler’s dancing? I understand her acting and singing are both world class.
Carmen Miranda
and Julie Frigging Andrews
Catherine Zeta-Jones got her start in musicals in the West End.
If only Cher could dance.
Yeah, I’d agree that the singing is where J.Lo falls down - lots of hits, but not a strong vocalist by any stretch of the imagination.
You’ve been inside my head damn you!