Is there a report that I can pull to show me all donors, members and never givers?
Most contribution reports only report on folks who HAVE contributed, so normally one would pull a donor and non-donor report.

You don't specify exactly what you mean by "what they have contributed", but assuming you're just looking for a "lifetime total donations" amount, the easiest approach would be to install the Summary Fields extension and enable the "Total Contributed" field.  Then you can use any report (e.g. Contact Summary report) and include the total given as a column.