As far as the Milan-links go, I remember after we played Reggina on the last day of the 2005/2006 championship in Bari, il capitano was asked what he thought of Berlusconi's comments that the latter would very much like to see Del Piero play for Milan. He became angry and shrugged off the reports.
When the relegation to Serie-B became a fact he published a letter at
www.juventus.com stating "A captain never abandons a sinking ship."
And on many occasions he has stated that he'll never play for another italian club.