I guess the two personal grails that I went through the trouble of acquiring would be the Gotham Girls Animated Catwoman statue and the old William Paquette Swamp Thing statue. With Catwoman, I scoured eBay for a couple months until I found a listing for one that had a broken pinkie finger. It was repainted in such a way that the missing finger is only really noticeable when you look at the statue from straight above. So I was perfectly happy to pay original MSRP for a piece that usually seems to go for several times that amount. Now I'm hoping to add the Batman TAS Batman and Joker maquettes to my collection in the near future.
With Swamp Thing, I eventually realized that the various "Buy It Now" listings on eBay aren't representative of the statue's real value. I wound up winning one for just under $70 once I found an actual auction.
In terms of a grail I'd really like to own but probably never will, there's the Batman vs. Killer Croc dio. It's easily one of the best-looking statues DCD ever put out, but the aftermarket value is just too much. Unless I happen to walk into a comic shop still selling it for MSRP, I don't expect to own one.
I've also thought about buying the Joker 1:2 scale bust, as that's another great-looking piece. But even though I've had a couple opportunities, I've held off because I don't collect 1:2 scale busts and don't want to open that floodgate.