I honestly forgot about Myers (I think because so much of his financial success is voice work and heavily disguised/makeup).
My argument for Murray is that he's kinda done it all. Inflation adjusted, Ghostbusters is the biggest movie staring an SNL alum. (Not counting Downey Jr. who as was already acknowledged technically counts but no one really regards him as such). He's got at least another 2-3 Hall of Fame comedies that were big hits (Groundhog Day, Caddyshack, maybe Stripes depending on your feelings). Money-wise he also is in several of the Ghostbusters sequels, Charlie's Angels and Space Jam. None of which are great, but all of which made some money.
He's got an Oscar nomination for Lost in Translation and was a very strong contender a few other times (Broken Flowers, Rushmore). He's certainly a respected actor if not for full-blown drama, but at least for a fair amount of sad-comic-drama roles.
He's also an ace supporting player memorably popping up in everything from Tootsie to Ed Wood to Wild Things to Zombieland to Little Shop of Horrors to nearly all of Wes Anderson's movies.
On top of all this, he's pretty much always been a relevant person from SNL to today. There have been small lulls, but he's never really gone away and he's never gone that long between financial and/or critical hits.
I think Murray has measurable success but also longevity and respect.
You could make similar arguments for Sandler and to a lesser extent Ferrell. The catch I see with Sandler is that while his comedy was/is(?) popular, I don't know that it's ever been respected. Though his occasional dramatic work is on par with if not better than Murray's. Ferrell's best comedies are definitely more respected than Sandler's, but he doesn't really do any drama. Lately he seems to be happy in that Murray-esque "I'm just going to pop up in this supporting role for 10 minutes" sorta mode.
Julia Louis Dreyfus is a good call too. She's probably on the Mount Rushmore of TV for the last 30 years or so. But she doesn't have that much of a movie career to speak of (though she's great in her ongoing work with Nicole Holofcener and I guess TBD on her ongoing MCU role.)