I've had to leave some stellar signings out as you can imagine, because there were some very well known names who made a huge impact, like Roy Keane, Rio Ferdinand and Wayne Rooney for Manchester United for example.
But the reason they don't make it in is, with somebody like Rooney, obviously everybody knew he was there to be bought and it was the same with Ferdinand too. Roy Keane was a hugely influential player in United's success from the start of the Premier League era, but Cantona for me was the signing who came in and changed the club around that time.
Leeds to Manchester United for £1.2m in 1992.
This is a guy who would probably have been my number one if I had to put them in an order. I believe the signing of Eric Cantona changed the history of Manchester United and, along with the man who signed him - Sir Alex Ferguson, he has been the most influential figure in the club's modern history.
Cantona had already won a league championship medal with Leeds in 1992, the final season of the old Division One. When he first came over to England and was briefly on trial at Sheffield Wednesday earlier in that season he was seen as a bit of a risk back in France. At Leeds under Howard Wilkinson, his goals in the last dozen games more or less steered Leeds to that title.
I remember when Sir Alex Ferguson signed him, I was in the team hotel that morning when he had just arrived and I said to Ferguson: "Where are you going to play him?". He already had Mark Hughes and Brian McClair up front at the time. Ferguson grinned and replied: "I don't know yet". Once Cantona got in the team he changed everything and for me he was the complete player - scoring goals, making goals and beating people.
He had his controversial moments as well - such as when he kicked a spectator at Selhurst Park in 1995 - but I could go on forever about Cantona and about his moments of magic.
His characteristic strut he had with his sleeves rolled down and his collar up is the image that immediately comes to mind when you think of him too. He is a truly unforgettable player.
Did you know? Cantona scored against 26 of the 29 teams he faced in the Premier League for Leeds and Manchester United - failing to score against Bolton, Leicester and Manchester United.
Inter Milan to Arsenal for £7.5m in 1995.
A lot of people forget that he joined Arsenal before Arsene Wenger took over - it was Bruce Rioch who signed him from Inter Milan. Bergkamp's appreciation of the game and his skill in the goals he set up as well as the ones that he scored meant he brought a new ingenuity and imagination to an Arsenal team which, in the years prior to that under George Graham, had been a bit predictable.
Bergkamp could score improbable goals just by individual skill. He was a man for the big occasion - as we also saw for the Netherlands at major tournaments - he could open up a defence and at the same time he scored some legendary goals for club as well as country.
Did you know? Bergkamp has 95 assists in Premier League history, more than any other Arsenal player.
Juventus to Arsenal for £11m in 1999.
If I had to pick the player who ran Cantona closest in terms of being the most influential signing, it would be Thierry Henry.
When Arsene Wenger signed him from Juventus he was more-or-less a left winger and, a bit like Dennis Bergkamp, he did not hit the ground running straight away - it took Henry a year or so to get integrated into the team.
But when Henry did, I watched him so many times at Highbury and for me he had everything - pace, control, vision and he scored some incredible goals.
Henry was at Arsenal for eight years and overtook Ian Wright's record as Arsenal's top goalscorer - not so very long after Wright overtook Cliff Bastin. Henry made Arsenal history and his love of the club has always been very obvious.
In the same way that Eric Cantona wrote his name across the history of the modern Manchester United, you could say the same about Henry's contribution at Arsenal.
Did you know? Henry has the best mins/goal ratio of any player to score over 30 Premier League goals (one every 121.8 minutes).
West Ham to Chelsea for £11m in 2001.
I first saw Frank Lampard as a slightly stocky little fellow in his early days at West Ham. His dad Frank Senior used to say to me before my Match Of The Day commentaries: "Give young Frank a mention" because he wanted him to do so well. Nobody knew then that he was going to go to Chelsea and become their third highest goalscorer of all-time, behind Bobby Tambling and Kerry Dixon.
Lampard is catching Dixon up quickly too, and for a midfield player to have scored that many goals is an incredible achievement.
The energy that Lampard has brought to the Chelsea team over the past few years as a midfielder who can get up and back has been crucial to their success in that period. More importantly, perhaps, he is a midfielder who knows exactly when to make the forward run and support the strikers to get on the end of things. His finishing is so impeccable.
For the money that Chelsea paid West Ham - £11m - I think he has given them fantastic service.
Did you know? Lampard holds the record for scoring more than 10 PL goals in consecutive seasons (nine, between 2003-04 and 2011-12).
Sporting Lisbon to Manchester United for £12.24m in 2003.
Now we go back to Manchester United and Cristiano Ronaldo who, at this moment in time, is generally regarded to be the first or second-best player in the world along with Lionel Messi.
The fact he has averaged more than a goal a game for Real Madrid tells you what an outstanding all-round performer he continues to be.
He came to United after playing against them in a friendly for Sporting Lisbon in 2003 and put in a performance so good that even the United players like Gary Neville said to Sir Alex Ferguson: "You must sign him".
When he first came to Old Trafford, again a little bit like Thierry Henry he was a winger who came in and out of games and was a bit of a show pony.
Then, suddenly, he exploded. He scored 42 goals in 2007-08 and by then people had already realised how good he was, with his dipping free-kicks, the way he went past people and also his heading ability.
If United fans were in need of a true hero after Eric Cantona, that man was Ronaldo.
Did you know? Ronaldo shares the record for most goals in a single 20-team PL season (31 in 2007-08).
Southampton to Blackburn Rovers (£3.3m, 1992) to Newcastle United for £15m in 1996.
Everybody thought Alan Shearer would join Manchester United when he left Southampton but Blackburn somewhat unexpectedly signed him thanks to the spending power of their owner Jack Walker, which enabled them to build a title-winning team.
Rovers were an unfashionable type of club until Walker took over but they broke the British transfer record when Kenny Dalglish signed Shearer for £3.3m in the summer of 1992, just after winning promotion to the Premier League.
That seems like peanuts now but at the time there were a few eyebrows raised - but Alan went off on a scoring spree.
He had a bad injury that same campaign but still scored a lot of goals and kept on scoring in the following seasons once he returned to fitness, leading Rovers to the Premier League title in 1995.
You could argue Shearer should be on this list again in 1996 when Newcastle manager Kevin Keegan signed him for £15m, with Manchester United again missing out.
Shearer did not win the title again but he is the highest scorer in Premier League history, scoring headed goals as well as being lethal with both feet.
People always ask him if he regrets not signing for United and winning more medals but he was happy to have played and done so well for his hometown club.
Did you know? Shearer is the top scorer in the history of the Premier League with 260 goals.
RUUD VAN NISTELROOY
PSV Eindhoven to Manchester United for £19m in 2001.
I have gone for another centre-forward here, in Ruud van Nistelrooy. Again, the Dutchman had an amazing scoring record per game once he got to Manchester United. Van Nistelrooy was the supreme finisher and scored a lot more than he missed.
Sir Alex Ferguson got rid of him quite suddenly in 2006 but he was a great competitor and was always difficult to stop; mentally and physically.
Did you know? Van Nistelrooy holds the record for scoring in consecutive PL games (10 between March and August 2003).
Real Sociedad to Liverpool for £10.7m in 2004.
It would be easy to pack this selection with United players alone but Xabi Alonso gets in because he played a very important part in Liverpool's Champions League triumph under Rafa Benitez in 2005.
From that team, he is the player most Liverpool fans regret seeing leave more than any other, when he joined Real Madrid in 2009. Reds supporters saw him as a key player alongside Steven Gerrard in midfield and he was - he continues to be an outstanding talent.
There are a lot of different sides to his game - he is a very creative and very influential midfielder but he could also do the unexpected, like the long-range goal he scored against Luton in the FA Cup in 2006.
When he left, that signalled the decline in quality in the Liverpool team. They have never replaced him like-for-like.
Did you know? Alonso averaged 61.2 passes per game for Liverpool, only Cesc Fabregas (62.3) had a better record during Alonso's five seasons in English football (50+ games).
Marseille to Chelsea for £24m in 2004.
Another player proving very difficult to replace is Didier Drogba at Chelsea. His physical qualities are one of his prime assets and he is a dreadfully difficult player to play against - he used to bully teams like Arsenal.
More than anything else he embodied the Chelsea side that rose during and after the Jose Mourinho era, culminating in their Champions League win last season in his final act before he left.
The way Chelsea played, irrespective of who was behind him or around him, Drogba was the focal point of their attack.
In the modern game, he stands out as a truly great centre-forward - a superb athlete and strong as they come. He is very aggressive and never lets defenders rest. One of the reasons Fernando Torres is having such a hard time at Chelsea is that he was always going to be compared to Drogba, who left very big shoes to fill.
Did you know? Drogba became the first African player to score 100 PL goals in March 2012.
Rennes to Chelsea for £7m in 2004.
Petr Cech pre-dated Jose Mourinho at Chelsea - it was Claudio Ranieri who brought him to Stamford Bridge - and he has been a player who has represented the club with tremendous character and great dignity over the past eight years, as well as being another of the cornerstones of their success.
Cech has been tremendously consistent in that time - and continues to be everything a goalkeeper should be. He suffered a dreadful head injury in a game against Reading in 2006 but it doesn't seem to have made him less effective or less brave. He is still making outstanding saves, and still coming out to dive at people's feet.
If you are looking at the goalkeepers of the last 20 years then Peter Schmeichel also did great things at Manchester United but his signing in 1991 pre-dated the Premier League era. He along with Cech are the great keepers that have stood out.
Did you know? Of keepers to have played over 20 PL games, Petr Cech has the best clean sheet ratio in the history of the competition (132 in 268 games).