I always wonder these kind of things too. Even though everybody wants to play for a championship team, and players chase rings, I feel like in general players want to feel like they helped put a team over the top as opposed to joining a team that already won.
Like in 2007, we were able to add Posey, House, Cassell, and PJ Brown because we were on the verge of a championship.
But in 2008 we didn't add any significant free agents and a major reason I believe is because we just won.
Now in 2009, we added a very sought after free agent in Sheed, because again we were on the verge of a championship.
And again in 2010 we added Jermaine and Shaq, because again we appear to be on the verge of a championship.
If we win in 2009 we don't add Sheed.
If we win in 2010 we don't add Jermaine or Shaq.
If the Lakers won their 4th straight championship in 2003, they don't sign Payton and Malone in the off season.
Personally, the only significant free agent I can think of in recent memory to join a team that just won a championship is Ron Artest, and we all know Ron Ron is in his own world and doesn't follow normal player etiquette. Has there been any significant free agents besides Artest who joined a championship team? (Actually I guess Antonio McDyess did this in '05 joining the Pistons too).