Throughout his career, he has also played for the Milwaukee Bucks, Los Angeles Clippers, Portland Trail Blazers, Minnesota Timberwolves, Charlotte Hornets and Cleveland Cavaliers.

A few days later he was named head coach at Jackson State University in his home town, replacing Wayne Brent.

In his new role coming off the bench for the up-and-coming Bucks team, he showed a knack for clutch plays, making several game-winning shots in the 2005–06 season.

In a December 20, 2006, Bucks game vs. the Miami Heat, Williams recorded his first career triple-double with 19 points, 11 rebounds and 10 assists.

[8] On January 27, 2007, Williams scored 30 points, including making a game-winning shot, and recorded 10 assists during a 107–105 win over the New York Knicks.

[9] Williams was a free agent in summer 2007, but decided to stay with the Bucks by signing a six-year, $52 million deal.

He also criticized the events surrounding LeBron's flight from Cleveland and even shot back at insults made to the Cavaliers by Miami Heat guard Dwyane Wade.

[17] With the Clippers, Williams was immediately inserted into the starting lineup to play both guard positions, and was able to raise his averages in points-per-game and field goal percentage.

Williams injured his groin in game two of the Trail Blazers' second round play-off match-up against the San Antonio Spurs.

[25] On February 10, 2015, Williams was traded, along with Troy Daniels and cash considerations, to the Charlotte Hornets in exchange for Gary Neal and a 2019 second-round draft pick.

[26] He made his debut for the Hornets on February 21 against the Oklahoma City Thunder, recording 24 points and 12 assists in a 110–103 loss.

[28] On July 10, 2015, Williams signed a two-year, $4.3 million contract with the Cleveland Cavaliers, returning to the franchise for a second stint and reuniting him with LeBron James.

[29][30] In his first game for the Cavaliers since 2011, Williams recorded 19 points and 7 assists, filling in for the injured Kyrie Irving as a starter in the team's season-opening loss to the Chicago Bulls on October 27.

[35] However, in early April, he began experiencing discomfort and increased soreness in his left knee, forcing him to miss more time.

[42] Not being a rotation player in 2015–16 for the first time had been the most challenging time of Williams' career, and while the departure of Matthew Dellavedova in the 2016 off-season opened a spot at point guard, the Cavaliers drafted Kay Felder in the 2016 draft, which would have left Williams a third-string point guard for a second straight season.

[45] On January 7, 2017, Williams was traded, along with Mike Dunleavy Jr. and a future first-round draft pick, to the Atlanta Hawks in exchange for Kyle Korver.

The 76ers reportedly made the claim in order to get $2.2 million closer to the salary floor while preventing the Nuggets from doing so after Denver acquired Williams in a trade with the Hawks.

[49][50] In May 2018, Williams was named an assistant coach for the Cal State Northridge Matadors men's basketball team, signalling an end to his playing career.

[53] On March 14, Williams was named head coach at his hometown university, Jackson State, replacing Wayne Brent.