I'd have loved to have won the FA Cup.
We've got 5 PL games across 15 days (Everton / Wolves / Villa / The Cheats / Newcastle), and I do feel that we underplayed that game by using that squad.
The biggest thing you can win in football is the quadruple, and no English team has won it. Ever. That tells you how hard it is.
The hierarchy is the League, the European Cup and the FA Cup (aka 'The Treble'). Adding in The League Cup makes it the quadruple.
The cheats say they've won the quadruple, but they substitute The European Cup with The Charity Shield (which is in effect a meaningless friendly). The Spanish Pulis at Arsenal famously said "“We won the Charity Shield twice, no? So we’ve won three trophies.”
The FA Cup matters, it is a key component in winning something that no team ever has before.