There is no single, best, all-around lens. That said, here are a few observations and recommendations.
With portraiture, moderate telephotos have always been popular. For full frame 35mm, I've always been partial to fast 85, 105, and 135 millimeter lenses. Reduced-frame 35mm cameras can make the working distances a little long for full-length shots, so you might want to consider something in the 50mm range if you want to do a lot of 3/4 and full length.
Sports often requires the use of fast, long telephotos: 200, 300, 400, even 600 millimeter lenses. 200mm and 300mm lenses are also used for portraiture where you really want the background out of focus, but you're often 30' or more from your subject, which makes it difficult to direct them.
Weddings run the gamut: you need wide angle lenses, normal lenses, portrait lenses and sometimes moderate telephotos. Some wedding photographers selectively use fisheye lenses to great effect.
If you're truly looking for a single, general purpose lens then you're going to have to compromise. You can get something like an 18-200 (Nikon) or 28-200 (Canon) and rarely, if ever, take it off the camera. They're fairly slow and heavy, but they're versatile.
But if you're looking to have your camera make money for you, you are going to want to match the lens to the task at hand. In this case, I'd recommend buying the lens you're going to use most and then adding others as you find yourself in situations where you need them. The following is only my personal opinion, but here is how I'd build a lens system (in order) based on the three areas you mentioned:
I'm a big fan of short telephoto macro lenses here. They enable you to come in real tight if you want to. For full frame 35mm I'd get a ~100mm macro lens. For reduced-frame I'd get a ~60mm macro lens.
My second purchase would be a very fast (f/1.2 or f/1.4) 85mm. Feel free to swap these first two, it really is personal preference.
My third purchase would be something like a fast, moderate zoom like an 80-200 or 70-200.
First purchase would be a fast, fixed aperture, image stabilized 70-200 or 80-200 .
Second purchase would depend on whether you get up close and personal or need to really reach out. For up close and personal I'd look at either a fast, fixed aperture, wide-angle zoom or a fast 35mm or 50mm lens. If you really need to reach out you're looking at fast, super-telephotos like 300mm and longer. If you get to the point where you can justify dropping the cash for one of these, you'll know which one you need.
My first purchase would be a fast, fixed aperture zoom that covered wide angle to moderate telephoto. For full frame 35mm this would be an f/2.8 24-70 or 24-85. For reduced frame it would be an f/2.8 17-55.
Second purchase would be the afore-mentioned 80-200 or 70-200.
Third purchase would be a ~100mm macro lens
From here on out it depends on your style and needs. There are times when you are not allowed to be where the action is and you need to be able to reach it anyway. In this case a fast 300mm is indespensible. The very fast (f/1.2 and f/1.4) 50mm and 85mm lenses are great for isolating subjects from backgrounds. When used sparingly and appropriately, extreme wide angle and fisheye lenses can give you a look like nothing else. But they're expensive, especially considering you may only make 5 or so shots with them during a wedding. By the time you're ready to add a fisheye lens to your wedding kit, the cost shouldn't be an issue.
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