I think they should just stick with Nintendo. The franchise has found its place there and does very well and makes a lot of money. It would be pointless to move to Sony or anyone else because the series tends to stay on handhelds rather than consoles, and the 3DS is dominating everything.
I only hope that they can make more console Monster Hunter games such as when Monster Hunter Tri released on the Wii and then the ultimate version on the Wii U. Imagine a big huge Monster Hunter game on the big screen with beautiful graphics.
The only way I can see Monster Hunter switching is if a company like Sony pays them for exclusivity or something, but even then I don't think Monster Hunter is a franchise that Nintendo would let get away so easily.