Personally I don't see it. I think you need the arrogance of a Bloomberg to even bother at all, and I don't think there is anyone on the right who will do it. Usually it's an issues based person like Perot was, who is interested in forcing a topic into the debate. Giuliani is probably arrogant enough, but he doesn't hold beliefs firmly enough to be willing to take a loss for them, and I'm sure that's how he see's a 3rd part run.
McLame or possibly Hagel (who apparently has the same delusions as Bloomie)