#3 Lex Luger (regretted joining WCW)
Back in 1993, Lex Luger had become the biggest babyface in all of WWE and was pitted against Yokozuna, who was the WWE Champion at the time. Things didn't turn out as planned though, and Luger defeated Yokozuna at SummerSlam 1993 via a countout, thus failing to win the belt. He remained with WWE for a while, before jumping ship to WCW and appearing on the very first episode of WCW Nitro.
Luger stated years later that he had some regrets leaving WWE for WCW, as he felt that he still had a lot to do in WWE.
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"I went back with some regret at the time, as I felt I left a lot of things unfinished and had so many great opportunities with WWE that I didn't capitalize on. But with the Monday Night Wars going on, I felt that it brought out the best in both companies. It helped bring out the best of what we're seeing now."
After WCW went down in 2001, Luger refused to go back to WWE, but eventually began working with them in 2011. He had several short-term stints with TNA. He inducted his friend Sting into the TNA Hall of Fame in 2012.