With Ray's retirement, he's the last NFL player to have played at Memorial Stadium (Tony Gonzalez also played in '97, but never at 33rd Street). (I'm not even going to delve into the CFL).
Baseball-wise, the last five guys to have played Major League ball there were Omar Vizquel (retired after 2012), Jim Thome (retired 2012), Ivan Rodriguez (retired after 2011), Jamie Moyer (has not officially announced his retirement) and Arthur Rhodes (I think retired after 2011, but he was the last guy that was an Oriole). So, right now, it looks like Thome was the last baseball guy. (unless there is someone still playing who played for or against the BaySox at Memorial Stadium in 1993).