What can we learn from the great business leaders of the 20th century? To answer this question, we have assembled a unique database of 1000 American business leaders, each of whom has left an important legacy. Some of the initial insights we are gleaning from this database is that there is no single characteristic that defines great business leaders. There are many paths to success. We also find that leadership is context-sensitive; to be an effective leader in one era may be quite different from being an effective leader in another. This leads us to conclude that leaders need to have contextual intelligence--they must be able to sense changing contextual circumstances and the business opportunities and challenges they present.