We tend to be Western-minded, but to understand truly great military leaders, Korean Admiral Yi Sun-sin has no equals.
Yi Sun-sin was unfortunate to live in the time of the corrupt, incompetent Joseon dynasty in Korea, and across the waters was the well-run, newly-unified Japanese with a large, well-trained military. This infighting even resulted in him being imprisoned and tortured twice, and once busted to foot soldier, a job which was supposed to be a disgrace, but one which he did with humility.
He had the absolute love and loyalty of his soldiers and of the peasants, whom he treated well and with respect (which made them a very effective nation-wide informal spy network). But that made him dangerous in the eyes of the rulers, who feared he might lead a coup. Thus he was always short on ships, supplies and men when he wasn't in jail.
Despite all of this, Yi Sun-sin never lost a battle. In his early years he won several land battles against local marauders, but he's most famous for the naval battles against the Japanese in the Imjin war (late 1500s). The Japanese only won one battle during the war, which was commanded by the admiral who replaced him during one imprisonment. That admiral lost the entire fleet except for 13 ships and 200 sailors, which only survived because one general retreated when he saw the battle was lost.
Yi Sun-sin was reinstated, and used those 13 ships to route the Japanese fleet of 333 ships in the next battle. He didn't lose one ship, and lost only two sailors. This feat is unequalled in military history before or since.
Strategy, tactics, training, engendering absolute loyalty, technology, military intelligence, knowing his enemy, use of the land and sea to advantage, there was no aspect of battle where Yi Sun-sin was lacking. Not one tactical mistake against the Japanese can even be found in his 23 battles.
And the kicker -- he was never even formally trained to command a ship, much less a whole navy.