Most sophisticated and intelligent musician

Bach. He's not classical

Joe Jackson. Although he's know as kind of a New Wave kind of guy, he's classically trained at London's Academy of Music where he went on scholarship.

His catalog is pretty vast covering everything from light punk to Jazz, to Big Band to 4 part Symphonies.

If you see him live, he'll often drift in and out of well known classical pieces interjecting them with some of his hits in a really clever manner. The guy really loves all kinds of music and is well versed in many genres.

Would Frank Zappa qualify?

Really?

Is there such a thing as a "sophisticated" musician?

Intelligence is another thing. In this department I would add:

Paul McCartney

Mick Jagger

The answer may be David Byrne.

Leonard Cohen comes to mind.

Would Duke Ellington qualify?

Moby "thinks" he's sophisticated and intelligent.

Don't know about moby but his music reflects that to some degree at least compared to the norm these days.

Joe Zawinul, Herbie Hancock and MARIA SCHNEIDER!

http://www.artistshare.com/artists/001/1/images/5860.jpg

I would agree with Schubert and Apperup, but I would like to include Thelonious Monk.