Necroing to muse on this topic:
I was fortunate in that my "grail" was the first game that started my collecting, Soul Calibur 2. I got it half a year after starting my search and it holds a prominent place in my arcade. Sure, there are plenty of games I'd like to own, but nothing is imperative.
I have a new goal I'll likely never achieve - collecting every fighting game from 1984 to 2004 - but is that a grail? I don't think so. That's just a fun thing to work towards, and knowing it's nearly impossible, holds no real weight on my psyche.
What is the point of a grail, though? To stress yourself out while you look for it? To have the fleeting sense of attainment once you do? Will you go to your grave holding a grudge if you never do? Seems petty.
I get it, it's hyperbole, but even the actual Grail has the same bearing. "Someone else has the thing I want, and that cannot be!" I say, make friends with the one who has it and visit when you get the impulse. Probably a better goal than trying to attain the item itself.
I realized the other day, after two years I'm about 10% of the way to my goal numerically (I don't even want to think about how far off I am financially). Starcade down the street has probably 30%. I found myself coveting their candy cabs and expensive PCBs. But who's the winner there? If I purchased them from a thriving arcade I'd certainly be closer to my goal, but the patrons of the arcade would never have access again. Meh.
I'll stick to trading with other collectors and pick up what I can when I can, and be content. That's not to discourage others from trying to get that one particular acquisition, but maybe to put it in perspective. Be satisfied with the pursuit, you'll be healthier for it.
Thank you for coming to my TED Talk.