Wow, I was way off. Didn't realise Agassi and Federer had gone so close.
Daniel Nestor. All Masters Series, World Tour Finals (and all Grand Slams plus Olympic gold).
That is extremely impressive.
For doubles I just checked the Bryan brothers and by my reckoning they have 8/9, only missing Indian Wells. That's interesting, I didn't realise they had such a good spread at Masters level.