"The quick brown fox jumps over a lazy dog" includes all the letters of the alphabet. (You can use "a" in the place of "the" in front of either "quick" or "lazy," but not both; at least one "the" must be in there, since neither "t" nor "h" exists anywhere else in the sentence, as far as I can see.) To use "jumped" instead of "jumps" would leave out the "s"; to deliberately include "yellow" for the sake of the "y" would be redundant, since "lazy" already has the "y." (More subtle issues, such as an interest in writing an initial or final "y," are left to the reader for her to determine for herself.)
A sentence with all the letters is called a "panagramme" I think ... but I couldn't Google much with that word. Others (I don't know where I got this list; I've had a printed copy tucked inside my Moleskines for years, to remind me of them for manual warm-up exercises):
+++ Big fjords vex quick waltz nymph. (27 letters)
+++ Junk MTV quiz graced by fox whelps. (28 letters)
+++ Bawds jog, flick quartz, vex nymphs. (28 letters)
+++ Waltz, bad nymph, for quick jigs vex! (28 letters)
+++ Fox nymphs grab quick-jived waltz. (28 letters)
+++ Brick quiz whangs jumpy veldt fox. (28 letters)
+++ Glib jocks quiz nymph to vex dwarf. (28 letters)
+++ Bright vixens jump; dozy fowl quack. (29 letters)
+++ Quick wafting zephyrs vex bold Jim. (29 letters)
+++ Quick zephyrs blow, vexing daft Jim. (29 letters)
+++ Sphinx of black quartz, judge my vow. (29 letters)
+++ Sex-charged fop blew my junk TV quiz (29 letters)
+++ How quickly daft jumping zebras vex. (30 letters)
+++ Two driven jocks help fax my big quiz. (30 letters)
+++ "Now fax quiz Jack!" my brave ghost pled. (30 letters)
+++ Vamp fox held quartz duck just by wing. (31 letters)
+++ Five quacking zephyrs jolt my wax bed. (31 letters)
+++ The five boxing wizards jump quickly. (31 letters)
+++ Jackdaws love my big sphinx of quartz. (31 letters)
+++ Kvetching, flummoxed by job, W. zaps Iraq. (32 letters)
+++ Cozy sphinx waves quart jug of bad milk. (32 letters)
+++ A very bad quack might jinx zippy fowls. (32 letters)
+++ Pack my box with five dozen liquor jugs. (32 letters)
+++ Few quips galvanized the mock jury box. (32 letters)
+++ The quick brown fox jumps over a lazy dog. (33 letters)
+++ The jay, pig, fox, zebra, and my wolves quack! (33 letters)
+++ Blowzy red vixens fight for a quick jump. (33 letters)
+++ A quick brown fox jumps over the lazy dog. (33 letters)
+++ Joaquin Phoenix was gazed by MTV for luck. (34 letters)
+++ Heavy boxes perform quick waltzes and jigs. (36 letters)
+++ A wizard's job is to vex chumps quickly in fog. (36 letters)
+++ Watch "Jeopardy!", Alex Trebek's fun TV quiz game. (37 letters)
+++ Woven silk pyjamas exchanged for blue quartz. (38 letters)
+++ Brawny gods just flocked up to quiz and vex him. (38 letters)
+++ My faxed joke won a pager in the cable TV quiz show. (39 letters)
+++ The quick onyx goblin jumps over the lazy dwarf. (39 letters)
+++ The lazy major was fixing Cupid's broken quiver. (39 letters)
+++ Amazingly few discotheques provide jukeboxes. (40 letters)
+++ Cozy lummox gives smart squid who asks for job pen. (41 letters)
+++ My girl wove six dozen plaid jackets before she quit. (43 letters)
+++ Six big devils from Japan quickly forgot how to waltz. (44 letters)
+++ "Who am taking the ebonics quiz?", the prof jovially axed. (44 letters)
+++ Big July earthquakes confound zany experimental vow. (45 letters)
+++ Foxy parsons quiz and cajole the lovably dim wiki-girl. (45 letters)
+++ Have pick twenty six letters not forcing a jumbled quiz! (46 letters)
+++ Jack quietly moved up front and seized the big ball of wax. (47 letters)
+++ Few black taxis drive up major roads on quiet hazy nights. (47 letters)
+++ Crazy Fredericka bought many very exquisite opal jewels. (48 letters)
+++ Sixty zippers were quickly picked from the woven jute bag. (48 letters)
+++ How razorback-jumping frogs can level six piqued gymnasts! (49 letters)
+++ A quick movement of the enemy will jeopardize six gunboats. (49 letters)
+++ All questions asked by five watch experts amazed the judge. (49 letters)
People mistakenly use these panagrammes as tongue-twisters or as vocal-exercise warm-ups, such as before choir or theater rehearsal. That's silly; they aren't designed for mouth exercise, they're designed for typographic display. In similar manner, people often make the mistake of calling them "lorem ipsum" or "latin" text; they aren't that, either. The famous nonsense sentence beginning "lorem ipsum dolor ...", which is chock full of fake but Latin-sounding words, is stuck randomly into empty spaces reserved for text, and thus used by typographers and visual designers to get a good idea of what something looks like without being distracted by verbal meaning.
So much can be done with so little ...

My favorite (which you might not notice, lest I point it out) in the list is:
+++ Kvetching, flummoxed by job, W. zaps Iraq. (32 letters)