See #1580 where I posted the quote
Yes, in December 2009, almost two years ago about five months after she left office. And then she worked and worked hard for Republican candidates across the spectrum in 2010, most of whom were elected.
No, I don't think she's considering a third-party run. If she doesn't run as a Republican, she will be out there speaking her mind and setting the Republican/Tea Party agenda. I think that is her dilemma now - to run and be constrained by federal election laws, or to be a spokesperson on her terms for individual choice, free market principles and defender of the constitution.