Samoa Joe and Sting should have jumped a long time ago.
Joe I think wanted to, and was actually in talks with WWE around 2002 or 2003 if I remember correctly. WWE thought he was too stiff back then, but they really should have just brought him in anyway. He would have been a great monster heel against the likes of Brock Lesnar, Kurt Angle (with whom he headlined TNA's biggest selling PPV), Shawn Michaels, Batista, Undertaker, Big Show, etc. At this stage, WWE is showing no interest in him and there'd be little to no point in bringing him now.
Sting should have jumped all the way back in 2001. He would have made the Invasion angle more special because Sting was one of the most distinguishable faces of the WCW brand, and if there's one thing the Alliance side of things needed, it was more star power. Plus, Sting could have gotten involved in some interesting programs after the Invasion angle ended. Just imagine a feud between he and Triple H during Triple H's "reign of terror" with the WHC in 2003, for example. The WHC was designed after the WCW World Heavyweight Title, Evolution was pretty much a modern day Four Horsemen and Sting had history with them (especially with his old nemesis Ric Flair right there beside HHH), etc. Would have been great.