prepositions - Between A,B,C & D

There are 4 players. And the question goes:

Who is the best player "between" Jenny, Sam, David, and Lucy?

Is the use of "between" correct after each names? Or if not, what is appropriate?

Answer

In your example, between can be used without loss of understanding

Who is the best player between Jenny, Sam, David, and Lucy?

However, between is usually used in binary choices

Please choose between A or B.

Among is more often used when choosing from a related "group"

Among the car manufacturers: Ford, Audi, Volvo, which do you think is best?

Among your choices are: watching tv, going bowling, or going swimming.
You can choose between watching tv, going bowling, or going swimming.

Also acceptable and understandable is

Between watching tv, going bowling, or going swimming, which would you prefer?

Using between among more than two choices tends to be more informal.