At the start of the game or after any season finishes, go into the transfer market and search with the following details:

All Players
Transfer Limit : #0
Min Potential : (whatever standard of player you need)
Position : (whatever you need)
Side : (whatever you need)
Age : Any
Search : All Counties

After doing this, the game will display all the players above your potential level who have been released. It is possible to sign Henry, Terry, and Ronaldinho this way. Note: You may need to wait until a particular player becomes available.