I had my main big HOLY GRAIL piece but parted with it, and that was a serious MISTAKE that I will never repeat again with my other holy grails. It was the Defiant, although I only had Payload minus the backpack. I will get this again one day...
My remaining Holy grails are:
Cobra Commander v.1.5 (it just ain't Cobra without the Commander w/Dome face plate)
Star Duster in loose C10 shape (seriously, already that this character is well sought, mine is in perfect shape)
Hammerhead w/ driver complete (I just love vehicles that can split up in several small vehicles, this is perhaps the culminating form of that type of vehicle IMO though not entirely perfect, but sure beats the crap out of 25th and later stuff out there in this specific category)
Cobra Bugg (I just think this is one of the vehicles that is best for the compact interior compartments concept combined with diversified playvalue. Plus that Bugg has one of the more curious and bulky forms but don't let that fool you: it is ingeniously worked around in the smaller details if you have a chance to hold one in your hands)
TerrorDrome (the ultimate Cobra piece IMO. Doesn't matter if you're an army builder or not, this is the ultimate "Barbie house" for your Cobra forces)
And especially,
1988 Light Foot (that figure means everything to me because it represents what I love so much in general: science fiction, military, primary colours, holographic effects...Madelman!!!!)