According to <HTTP: ballplayer.shtml players www.Baseball-almanac.com>, 16,219.
Quite an interesting site the above is. As of the start of the 2007 season, there have been 16,440 players in MLB. And for some useless trivia, there has never been an MLB player whose last name started with 'X'.
To many to count
I can think of Robbie Earnshaw. Not only has he played in all leagues, he has scored hattricks in all divisions...but there must be more players
Anelka, Ashley cole, veron
The Negro Leagues
No, a handful of polished college players go directly to the majors after being drafted, and also most of the Japanese players in the majors never played in the (American) minors.
African-American ball players played in Negro Leagues before 1947
Since 1915, only two "major" leagues have been in existence; and literally hundreds (if not thousands) of players have been on teams in both leagues. During the seasons of 1914 and 1915, the Federal League operated; and baseball history officially recognizes this as a "major" league. Scores of players -- including six future Hall of Famers -- played in this league as well as either the AL and the NL; so most likely dozens have played in three major leagues. Likewise, a few entire TEAMS jumped from the Player's Association (1890) to the American Association, and then to the National League. Thus, some players went through three leagues in just over three years! I doubt anyone has played in four leagues that are presently and unambiguously considered "major."
For a list of current and former NFL players, as well as in other leagues see the related link.