I love Lemieux, but you have to deal with records as is. Gretzky has more assists than anyone else in hockey history has points. On top of that, he has more goals than anyone else in the history of hockey.
His point record may be unattainable. Same thing with his assist record. Goals, it appears that Ovechkin may have a chance. I think that his records are the most impressive things in sports by far.
I think the who is better question has some merit between the two. But, the fact Lemieux was injured a lot and Gretzky was not does not at all diminish the awesomeness of Gretzky's records. His records are on another planet.
Cy Young's win record is likely the same as Gretzky's point record. Can you imagine a pitcher getting 500 wins? The best barely get 200 these days in their careers.