I assume you're seeing a hidden-Jimmer-agenda here, but I assure you there's none. I included all the players on the team who could conceivably play SG, except one who currently needs to play 42 min at PG (Thomas) and one who needs to spend all of his minutes being developed into a PG (McCallum). The reason Jimmer is listed first is because basketball-reference.com sorts the compare-players results by last name.
I personally voted for McLemore (development), Gay (best suited for the job) and Outlaw (agile enough to guard most opposing SG's; can spread the floor better than current-Thornton and shoot above all of the league's SG's without having to create much space or worry about getting blocked). I'm pretty sure that if we had Outlaw and Williams as SG's in the game against the Suns (instead of McLemore and Thornton) we would have won the game. I'm not saying they are really suited for the job, but compared to our current SG's they'd be a clear upgrade on both defense and offense.
As for Jimmer, he's a distant #4 on my list. With that said, if Malone is not willing to try Outlaw at SG, I'd prefer that he gave a large portion of Thornton's minutes to Jimmer. Wouldn't you?
Edit: It's a small sample size, but according to
82games.com, Outlaw's best position this year has been at SG