In 2000, Jones founded an independent jazz label, WJ3 Records. He said in 2017 that "It's a self-investment, [...] I'm not making a profit, but I'm not losing any money. I've become more proficient at putting out each project." He has regularly played with pianist Eric Reed, as the drummer for Wynton Marsalis' Jazz at Lincoln Center, and has several CDs released as a leader on his own label, playing hard bop and swing.
