AJ Styles.
He never worked in WWE and he is one of the all time greatest wrestlers in TNA history.
He, Joe and Daniels were contracted for a few months back in early 2000 and appeared on a few Sunday Night Heat shows, if I remember right AJ jobbed out to Christian. (though I might be getting him mixed up with someone else). Anyway, point is they were in the WWE for a short while and don't count.
If you are going to compile a list of the greatest to never step into the WWE ring, these are the names you are looking for.
Sting,
Gordon Solie,
Magnum TA (though I am sure if his career wasn't cut prematurely, he would have ended up in the WWF sometime in his career, maybe when Flair moved over),
Stu Hart (the man who had two generations of superstars wrestle in his basement and teach them the tricks of the trade, just about anyone who went into the ring up until his death went to his house for training),
Gory Guerrero (need I say more?),
El Santo (Anyone who knows anything about wrestling outside of the WWE has heard about him, a pioneer and megastar has done just about it all, arguably the most over guy ever, became a culture icon, movie star and real life superhero),
Keiji Mutoh/Great Muta (no explination needed here),
Gorgeous George (the first flamboyant gimmick out there, paved the ways for guys like Harley Race and Ric Flair to come later on in robes and bright colors.),