Nope, you'll always have compromises. I've been thinking about this with respect to hybrids. Hybrids never achieved best-of-both-worlds status. They're typically a bit slower than dedicated road bikes, and worse at off-road than real mountain bikes. Their advantage lies in smoothing out the worst aspects of the two sides of their heritage: They do better off-road than a pure road bike, and are faster on pavement than a pure mountain bike.

So, no, no perfect bike with no compromises. That said, I was looking for a broadly multipurpose bike recently. Mostly commuting and recreation on asphalt and multi-use trails, a little light off-road and abuse (mud, dirt, gravel, grass, curbs, etc.), with the possibility of light touring in the future. I ended up wanting a Kona Dr. Fine, but had to settle for a Dr. Dew. Sadly, I don't have it in hand yet, so I can't give personal experience.

The general consensus for multipurpose rides seems to be cyclocross bikes and good hybrids with nice, large tire clearances. If you're riding in the snow and ice, you'll probably want something with disc brakes and that can handle studded tires (which mostly don't get narrower than 35mm).