If I'm being honest, I think this goes to Messier by a long shot. But Yzerman was such a great, and likable player - as well as person - that I think fans don't want to slight him.
But Messier is a different beast altogether. He has the major awards, he has the rings. He captained the Oilers to a Cup without Gretzky and Coffey. He ended the Rangers drought and brought them a Cup. He was one of the greatest leaders in sports. He has a damn award named after him. In his prime, he was a main fixture on those iconic Team Canada teams and Yzerman didn't make them.
Then you get into the intangibles, physical play, nastiness, intimidation, presence ... and this turns into a runaway for Mess IMO.