Okay, Davydenko hasn't made a grand slam final, but he has had a much more consistent career. When's the last time he was out of the top 10? How long did he spend in the top five?
I don't think Davydenko needs a grand slam final to be considered superior to Nalbandian. It's close though.
if you consider the end-of-year rankings, Davydenko has even been ahead of Roddick (who has been far more of a star) for past 4 years : actually he was always the very first one just behind the "very top-guys" :
- Federer-Nadal in 2006
- Federer-Nadal-Djokovic in 2007
- Federer-Nadal-Djokovic-Murray in 2008
- Federer-Nadal-Djokovic-Murray-Del Potro in 2009
you could even add 2005 where he was the very first player behind the very top-players of that time : Federer-Nadal-Roddick-Hewitt.
As for the number of points in the end of year, it's been also hugely consistent since 2006 : 2825-2825-2715-3000 (3000 in 2009 is the calculation with the old raning system to compare)
Then yes, this regularity and rankings (>Roddick) is hugely impressive.
But if the question is "who will be consider as the better player?", which is related in most minds with talent and top-level,
then clearly Nalbandian will take the edge
And actually as for the rankings, it's also very impressive how Nalbandian has managed to be ranked in the top-12 (and usually top-8) each year from 2002 to 2008 and very often really playing one part of the season
I heard a French former tennis player saying that at his maximum level, Nalbandian could play better than Federer's maximum level (esp indoors) : I think a player about whom you can say that is a very very rare and precious thing, who else can we even think of saying that ? Safin ? Maybe Del Potro later ? Nadal in a way but it's not the same kind of tennis at all
Anyway, Davydenko is great, and I'm happy that he gets a major title at last and gets some recognition he deserves,
but the fact is that Nalbandian will be more remembered