I think I have done a topic like this before, but I can't help but think of mine.
I ran Black Temple again last night, and I have still yet to see the Bulwark of Azzinoth drop. It is rather irritating. I have seen the Cursed Vision of Sargeras at least 4-5 times, and everything else (baring the Warglaives) at least a couple of times.
I want that damn spiked car door.
Back in Vanilla WoW, it was the Dreadnaught set for T3. I knew I would never have it, but it looked so damn badass. I have always prefered the t3 version to either of the t7 versions.
In BC, it was the King's Defender. I have run Karazhan countless times and have only seen it drop a handful of times. I did finally get it, but even when I run Kara now, I rarely see it drop.
In Wrath I went back to coveting the Dreadnaught set, which I did eventually get. I also really wanted the shield from the blue dragon boss. I eventually got that as well.
Another thing I have never seen drop that I have attempted to get for ages is Rivendare's Deathcharger. I hate that fucking thing. Never seen it drop. My sister has two of them.
What items or things have been your WoW Holy Grail? A mount? Pet?