which four teams dominated it in last millennium?
Arsenal, Chelsea, Liverpool and Manchester United.
Premier League
One significant feature of the Premier League in the 2000s was the dominance of the so-called "Top Four" clubs: Arsenal, Chelsea, Liverpool and Manchester United. 
which team has won the epl most times UNANSWERABLE
wiki:7765181
Premier League [SEP] "Top Four" dominance (2000s)
One significant feature of the Premier League in the 2000s was the dominance of the so-called "Top Four" clubs: Arsenal, Chelsea, Liverpool and Manchester United. During this decade they dominated the top four spots, which came with UEFA Champions League qualification, taking all top-four places in five of the six seasons from 2003–04 to 2008–09 inclusive, while every season during the 2000s saw the "Big Four" always qualifying for European competition. Following the 2003–04 season, Arsenal acquired the nickname "The Invincibles" as it became the first club to complete a Premier League campaign without losing a single game, the only time this has ever happened in the Premier League.