My only dis-OBEY is PSP and FEKA LA, and I wouldn't say anything I have (or want) for either system is particularly rare, unique, or expensive.
I count PC-FX as OBEY (maybe obey, no caps?), but if I didn't my grails would be to get Zenki and Zerogier some day. Nothing I currently have for it is terribly special, but I love it anyway.
For OBEY, my holy grails change on a regular basis, as I'm easily distracted by shiny things. For stuff I own, the rarest and/or most special things are the Turbob flip book cards, PCE proto huey, a sweet Bazzy leather key chain, and the PrintBooster/IllustBooster/PhotoReader.