Sampras isn't one of them. He's content with his decision to step away age 31 in 2002 with a record 14 Grand Slam titles.
"I could still play a little bit, still play at a pretty high level, but coming back is a whole different ballgame, whole different lifestyle, a lot of work," Sampras said. "The day-in, day-out grind of tennis isn't in me any more. I still enjoy playing a few exhibitions."
Sampras' next stop is at the SAP Open in San Jose, where he will take on the former No. 2 player in the world, Tommy Haas, in tonight's exhibition.
That match kicks off a tournament that features most of the top American players, led by Andy Roddick and James Blake.
Sampras, though, is still the biggest U.S. star more than five years after he left the tour.
"Pete's obviously a guy you look up to, you respect for what he's done," said Haas, who has practiced a few times recently with Sampras.
"It's nice to see him play some exhibitions with Roger and getting him back into the tennis world, because he's such an icon in the tennis world," Haas said.
After staying away from the game in his first years of retirement, Sampras has been more involved recently, playing on the senior tour, in World Team Tennis and in exhibitions.
Sampras will face Federer again at Madison Square Garden on March 10.
Sampras held his own in the three matches he played against Federer in November. Federer won the first two matches before Sampras pulled out a 7-6 (8), 6-4 win in the final meeting on the fast indoor surface at the Venetian Macao arena. That generated talk about how good Sampras would be if he tried to make a comeback.
"You hear a lot, but also it's rough, you see a lot of stuff about how he'd step in and be top five right away, all that stuff," Roddick said. "He wasn't top five when he left the game. And you know, and it's tough to imagine someone kind of sitting on the pine for three years or four years and coming back and being better. If anybody could pull it off, it's probably Pete."
Sampras retired after winning his record 14th major title at the 2002 U.S. Open.
It's a mark that might not last long. Federer won his 12th Grand Slam title at last year's U.S. Open.
Sampras figures it's just a matter of time before the 26-year-old Federer passes him.
"He's young enough. He's fresh enough. He's not 30," Sampras said. "Having a few years left, I see him doing it. But there are going to be a few guys that are going to push him. It's just inevitable that he's going to do it here in the next year probably."