My "Holy Grail" would actually be quite attainable, but at the moment I'm all-in on one my other interests that often edges out model trains: Vintage "enduro" type motorcycles. Spent a ton of money on 'em the past month or so.
So what is my "Holy Grail"?
A nice 736 w/tender. I think the PW Lionel Berk's are the absolute meanest looking of all the PW steam engines. Had one once... I'll have another "one of these days".
(My tastes in traditional 3 rail are actually quite frugal and very modest.)
That's it: A 736. Very attainable... but I'm not willing to spend the $$ right now.