Interesting that of the traditional "big three" (Billie, Ella, Sarah), only Billie is on many lists, and Anita O'Day seems to get lots of love.
The O'Day Jazz Icons DVD and the one from Japan in the '60s are both fantastic, and, of course, her performance in Jazz on a Summer's Day. The documentary about her is also brilliant.
http://www.amazon.com/Anita-ODay-Life-Jazz-Singer/dp/B001W3P50O