Some very interesting comments here Bradley! If the JW's teach that because of Jesus' perfect state he did not have any "evil thoughts" in him to cause him to sin, then by extension they would have to teach that Adam was also not capable of sin. I think one example of an "evil" or sinful thought by Jesus (assuming that an "evil thought" is something that goes against God's will) would be his prayer for his Father to "allow this cup to pass" from him. This thought originated with Jesus and was obviously not something that was in line with God's will.
Since there was a temptation of Christ by Satan then by definition Jesus must have had free will and the possibility to succumb to this temptation - whether it originated within him or externally. If there was no possibility of Jesus succumbing to any temptation (because he was perfect) then Satan's offer could not really be considered a temptation at all. I would suggest that they very fact something could tempt Jesus indicates that it is possible for a "perfect" being to entertain evil thoughts and therefore sin.
Good point about free will. I have often wondered how a perfect "utopian" society could exist as long as there is free will. Because as long as we have free will there is the possibility of sin. However, the Bible does speak about those raised in the Kingdom of God as being not just "immortal" (which by definition does not indicate that one is it not "capable" of sin - but rather refers to being exempt from death), but also "incorruptible" - which by definition does mean that they are not capable of sin. This leads to another very interesting question...does being "incorruptible" (and therefore sinless) mean that one must give up their free will?
Also, there is the question of why didn't God just create all of us "immortal" and "incorruptible" in the first place?! Not that I necessarily buy into this, but some have suggested that after suffering and proving our ourselves to God in an imperfect form, we would then "fully" appreciate a perfect incorruptible state when we receive it as our reward.
Cheers Artful