The main reason why he went to L.A. is cause he wanted no part of Jordan and Rodman in the east.
Ok follow me on this. It's always been my contention that if Jordan doesn't come back in 95 then Shaq would of never gone to L.A. The Magic were the team of the future before Jordan returned. Shaq and Penny were the top tandem oin the NBA. If Jordan doesn't return then Orlando goes back to the Finals in 96 and probably wins it all against the Sonics.
Jerry West has said that signing Shaq was one of the hardest things he's ever done. Shaq came VERY close to staying in Orlando. If the Magic were coming of a championship year or even back to back Eastern conf. crowns, I believe that would of tipped things in Orlandos favor.
But they weren't. Orlando got swept by Chicago. Rodman was in Shaqs head and everyone knew that the Bulls were gonna rule the east till Jordan was done. So instead Shaq goes to L.A. where he's the big dog in the west. The Lakers wait till the Bulls are done and then proceed to sign almost everyone ever associated with the 90's Bulls except the friggin ball boys. And the rest as they say is history.