Kristen at E! asked this question to the cast(except SMG)about 3 weeks ago, and this is basically what each person said, in particular about going over to Angel.
Alyson(Willow): She isn't totally opposed to the idea, but says that she has a couple of movie deals, so doesn't see that she'd have the time.
Tony(Giles): Seemed open to the idea, but doubted it would happen.
Nick(Xander): Didn't see how they could make it work, since Xander has never really gotten along with or liked Angel.
Emma(Anya): We knew a long time ago she was moving on, this hasn't changed.
James(Spike): Has said he thinks it likely, but isn't 100% certain he'd move to Angel.
Michelle(Dawn): She is pretty much going the way of the rest of the female cast, she is moving on from the show, and in fact is shooting a movie right now if I understand correctly. Said she wasn't opposed to the idea of a guest role, but didn't think she'd have time for it. Frankly, the fans have hardly given her any reason to want to stay as long as she did, beyond the fact that she has a contract and she loves the show.