There are some things I have always been unlucky with. First and foremost, this is my inability to collect tier pieces, and secondly, it is shields. The first is easily explained, I guess. As a Holy Paladin, I am usually one of two persons at most in the raid who can wear spellpower plate items that drop. And these usually drop before tier tokens for paladins drop, so naturally I do not get to roll anymore (in my current guild we don't use DKP, but a "one item per evening" rule), or don't have DKP left, and besides - I am probably wearing non-set items already that are fully gemmed and enchanted, do I really want to replace that just for a set bonus?
Shields are somehow the same. Either I cannot bid since I just got somethig else, or (this is shields-specific) they only drop on those days I am not present. Yesterday though I finally got the Heroic Bulwark of Smoldering Steel, quite an upgrade from the Pulsing Spellshield. And I only got that from some PUG run in Ulduar where people wanted to go for Firefighter, and replaced my Shield of Assimilation with it I had been using since I started raiding in Wrath of the Lich King! The funny thing is, when it dropped, someone on Vent immediately said something like "ah crap, the shield again. Ah, maybe Lis will want it" since it was already being shared in my guild, because it always dropped - only when I was not present for the Marrowgar kill though. But now I FINALLY have it. And yes, I used the next break to get materials to get it enchanted and gemmed, not even crying inside about the cost, since this will probably be my shield until Cataclysm raiding begins... good times.
Oh yeah, I also finally got those Heroic Professor Putricide and Heroic Lady Deathwhisper kills... and still no Lich King kill, neither on 10 or 25, so still no Kingslayer... still stuff to look for, it seems...
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