Obviously, Sting is the biggest star of the last 40 years to never work for Vince. Magnum TA and Nikitia are two others who were very popular, but both retired very early in their careers.
Other than Sting, the most popular wrestler of the cable TV era to never work for VKM, was probably the first cable tv star, Tommy Wildfire Rich. i grew up in a small town, Ashtabula OH, and I remember our area getting channel 19, the superstation out of Atlanta, in 1979. I had watched some WWWF before that, and loved Superstar Billy Graham, but was losing interest and at the age when you learn it's fake.
Then came Georgia Championship Wrestling, much more realistic people than the other federation, and Tommy Rich was so over it was sick. A lot of girls were in love with him, and all the guys wanted to be him. GCW was the first popular wrestling program nationwide because of Ted Turner's station, and Rich was the top face of that time. Magnum and Nikitia never wore the stap, but Rich did, if only for 5 days. the real life Tommy Rich was such a drunk, the NWA was worried about their champion getting beat up in bar fights, so they had to give the strap back to real-life tough guy, Harley Race.
Rich got numerous more title chances against Flair, had a huge fued with Buzz Sawyer, and worked in many other NWA territories, as well as WCW and ECW before going to independents. If he wasn't such a drunk and would've worked out and stayed in shape, or gone on the juice, I bet he would have been in the WWF at some point. But still it's strange that VKM never took him in, if only to embarress Rich, like he loved to do with so many other stars that he did not create.