Alexander the Great was one of the major conquering figures of the Ancient world. Whether he was actually "greater" in some way tha Tammerlane, Attila, Cyrus, Augustus, or the Pharaoh Menes is problematic; there is no easy way to measure greatness.
What makes his such a legendary figure is a combination of military acheivements and personal character. Most of his conquests were done in a very short period, one long campaign that covered Persia, Egypt, and ended up in India. That he died young -- at the age of 23 -- makes him an especially romantic figure of greatness.