Jaime Lannister - Won a tourney melee at the age of 13, and acknowledged by Barristan Selmy as his most talented student in the books.
Other notable fighters - could be great but not enough information:
Jon Snow - Realizes that Qhorin Halfhand could have easily killed him at any point in their 'duel' in the books (when he pretends to join the wildlings). Gained a lot of combat experience since then however, making it hard to tell how much he's improved in relation to the other characters in the series.
Khal Drogo - Not sure how good he would be if he was transposed to Westeros, but he clearly the most Khal of the Khals.
Robert Baratheon - Wielded a warhammer too heavy for most to carry in one hand in his prime as he lead his rebellion from the front.
Sandor Clegane - Not as massive as his brother, but a smarter fighter. Beats Beric Dondarrion in single combat and holds his own against his brother - only loses to Brienne because of an infection he received in a previous fight.
Oberyn Martell - Beats Gregor Clegane in single combat, though he dies stupidly afterwards.
Good, but not up there:
Ned Stark - A good fighter but clearly a cut below Arthur Dayne and Jaime Lannister in their respective fights. More a leader than a warrior.
Brienne of Tarth - This is more from the books, where she quickly realizes that Jaime Lannister is better even despite being in shackles and weak from imprisonment. Brienne doesn't really think of herself as great swordsman - she knows how to use her size well and the fact that most men underestimate her.
Loras Tyrell - Loses to Brienne in Renly Baratheon's melee. Not a bad swordsman, but his true skill lies in jousting.