8. Alan Shearer (Southampton to Blackburn Rovers, £3.6m, 1992)

It seemed like quite a lot of money at the time, but Shearer scored 112 Premier League goals for Blackburn in 138 appearances, and helped Rovers win the title in 1995. Added to that, Blackburn made a profit of more than £11m when he was sold on to Newcastle United a year later.
