There were a couple of signings from Premier League sides when we were outside of the top flight.
Ricardo Fuller, Bradley Wright-Phillips, Viafara, Jason Euell,... But yes, we have never in recent times poached a first team player from a premier league rival. It's tended to be the other way around.
Hopefully Ron Vlaar could be the first to buck that trend, it would show a very significant statement of our placing in the perceived pecking order if we could start to do that.