Let me just break down all your examples, Rocky.
Lebron James willingly went to Miami. Not traditionally a "big market." He chose Miami expressly due to the opportunity to play with Dwyane Wade (and Chris Bosh) and win a championship.
Dwight Howard was traded to the Lakers and has shown zero interest in signing an extension so far. Indications are that he will test free agency, and if he does go back to the Lakers from there, it will be because they have his Bird rights and can pay him more money, and also because they have a good supporting cast.
Deron Williams willingly signed with Brooklyn. He chose the Nets over the Mavericks at the last second. As I've already said, he's on the record as saying that he chose them because they (with the newly added Joe Johnson) have a better chance of winning a title.
Carmelo Anthony requested a trade to the Knicks because he was born and grew up in New York, went to college nearby at Syracuse, and wanted to play with Amare Stoudemire. Those are reasonable reasons beyond New York simply being a big market.
Chris Bosh went from a slightly larger market in Toronto to Miami, which as mentioned above, is not traditionally a big market that is known for getting stars. He went there because he wanted to play with LeBron and Wade.
Chris Paul was traded to the Clippers and has already declined a $60M extension offer, despite the fact that they're in a "big market." If he does end up signing an extension, it will be because he thinks he can win a title playing with Blake Griffin.
Amare Stoudamire signed with the Knicks. When he signed, he made it clear that he wanted to play for Mike D'Antoni in New York and he was very optimistic that the Knicks would sign LeBron or Dwyane Wade to team up with him.
Nothing about those guys suggests to me that being a "big market" is major reason for those teams getting those players and being able to keep them long-term.
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