It seems like there's one every other year or so. Two more come to mind for me, Justin Schultz turning down the Ducks and Blake Wheeler bailing on the Coyotes. Each of these guys goes against my earlier post about late bloomers, so I'll flat out admit I was wrong with that one. Those late bloomers are the guys who tend to wind up as undrafted free agents (brain fart). It's tough to really pin down a connection between each of these guys as the situations are a bit different for each. I'd be curious to see if there was any overlap between their "family advisors", aka agents.
Really though, if I try to look at this from unbiased eyes, I'd say that if you've actually gone long enough that you can become a free agent, you'd be crazy not to. Not very many are going to have the choice of where they start their NHL career.