Yes, those are the only ones that commute with all other matrices. There are pairs of matrices which aren't multiples of the identity matrix that commute with each other, like any matrix with a multiple or power of itself, or:
[tex]\left[ \begin{array}{cc}0 & 1 \\ 1 & 0 \end{array} \right], \left[ \begin{array}{cc}a & b \\ b & a \end{array} \right][/tex]