Hmmm? I think there are three types of "Grail" pieces one could have. The true definition of a grail piece, is one you quest or search for the most. The second type could be the one piece in your collection that you most cherish. The last type I wouldn't personally consider a grail but some might, would be a piece they want to see produced. So, with that in mind...
My "Holy Grail" search that I never thought I would find was for a 12" SSE Son of Frankenstein figure. Since I finally tracked one down, I guess my next grail in line would be a Bronze Gandalf the Grey statue!
My "Holy Grail" piece I own would be a tossup between the the SSE Son of Frankenstein (because of the search), or the Bronze Wrightson Frankenstein Bust.
My "Holy Grail" piece I want to see produced would be a 1/4 scale Premium Format Creature From the Black Lagoon! (I don't think I will have to wait too much longer thankfully!)