In my postings on this site, I tend to address a man as "Mr. ______ the first time I direct a comment specifically to them, unless they've already addressed me by my first name. Mr. Paul, Mr. Mucci, and Mr. Doak have all been treated this way, so it would seem impolite to refer to Jack Nicklaus in any other way.
I'll admit, though, since I grew up basically worshipping the man, that my first post might actually be addressed "Mmmmmmissssttter, um , sir, uh....Nick...I mean, sir?" It would be worse in person. Honestly, it's hard to think of anyone whose presence might intimidate me more, from a fan-dom standpoint. Maybe Peter Gabriel.