Dan has expressed interest in coaching, but in the same breath he has stated why he likely will never become a coach, and that is he makes too much money just going on TV, and made too much as a player, to want to put in the hours and work his way up from the bottom as a coach. As a coach you end up putting in heavy hours working your way up, and Dan is use to either putting in a lot of work to get a lot of money (as a player) or putting in only a little work to get a lot of money (as a tv personality). You don't often see former players that were very high profile high money guys make a transition into coaching for exactly the same reason. The guys you see make that transition were mid-level type players, that were savvy enough to stay in the league a long time and learn the ropes, but not good enough to get huge amounts of money. The exception would be some of the guys that played a long time ago, because even if you were good a long time ago, you didn't make the same kind of money that good players make now.
That's pretty much why Jimmy Johnson will never end up coaching again either.