I know what you mean but we have been interested longterm in Dempsey and Dembele for awhile but Fulham were asking for too much in both cases. Ben Arfa never looked like fulfilling his potential in France and was leaving to get regular football which I think we'd have been daft to offer. I guess the logic was that we should look for a couple of real quality, top players rather than packing out our squad with relatively unproven players like the ones suggested. Obviously this hasn't been successful but everything's easier with hindsight isn't it?
Chelsea have big game players because they've shelled out a ton of money on them. Cole was superb for them in the final, apart from the goal, Cahill wanted an obscene amount to leave Bolton by all accounts and Drogba's dragged them to both trophies with his goals. Being able to keep players like that at your club for a decent amount of time is extremely useful and we simply can't do it, due to financial constraints.
My response to things like this is to believe that for whatever reason, God, or luck or fate has decided to torture me, and I won't give whoever it is the satisfaction of feeling unhappy. If anyone's got a better response I'm glad to hear it.