Only the Australian Open of the four grand slams eluded the 21-year-old American -- and only then because she withdrew on the eve of the tournament with an ankle injury.
Few would bet against her making up for that hiccup next month, however. She has already coined a term for completing the full set -- the 'Serena Slam'.
The thought must be haunting her big sister during the off-season for it was Venus who was Serena's victim in the last three grand slam finals.
Just how long Venus can bear to keep that photogenic, sisterly smile pasted on her face is anybody's guess but it must be wearing thin.
However the pair's achievements could hardly have seemed sweeter to father Richard.
For years he was dismissed as a fantasist and a braggart but he was finally proved a visionary and tennis prophet in Paris when the siblings became numbers one and two in the world.
"Our dad is a smart guy...he knows our abilities and he has worked with us so much over the years -- he knows what we are capable of," Serena beamed before beating Venus for her first French crown.
She went from strength to strength, going on to snatch Venus's Wimbledon and U.S. Open crowns in all-Williams finals.
The extent of Serena's on-court domination was such that the sight of her skipping and waving trophies around on finals day became something of a foregone conclusion.
CAMEROON TRIBUTE
In France, just days before the soccer World Cup kicked off, she treated the fashion-conscious Parisians to arguably her most bizarre ensemble when she strode on to centre court in a sleeveless green shirt, red shorts and yellow knee-high socks, leaving fans and officials agog.
"Cameroon are the best African team and are known for their fighting skills so those credentials are good enough for me," she smiled when quizzed about the soccer outfit she wore in the early rounds.
She saved her best for New York where her Pink Panther and Catwoman outfits dazzled.
"It makes me run faster...jump high...like a cat," she grinned when describing the shimmering short-legged, all-in-one, black leather-look, skin-tight outfit she called Catwoman. "It's really sexy."
When, presumably, she did not feel the need to
While Serena was blazing through women's tennis, Lleyton Hewitt was dominating the men's game in a rather more understated manner.
Less colourful, perhaps, but equally impressive.
Hewitt won just one grand slam -- his first Wimbledon -- but held the number one ranking for an entire year in which the Australian's maturity and good sense almost outshone his incandescent will to win.
Only Jimmy Connors, Ivan Lendl and Pete Sampras had managed to rule for an entire year and Hewitt pulled it off with victory in the Shanghai Tennis Masters Cup.
"Not bad, eh?" Hewitt grinned.
Not bad indeed for a player struck down by chicken pox at the beginning of the year. That illness left him so weak and under-prepared that he became the first top seed to lose in the first round of the Australian Open men's singles.
THEATRICAL EVENT
But that setback served only to spur on the Adelaide fighter who went on to win five singles titles and $4,619,386 in prize money.
Andre Agassi ended the season without a major but until the final week of the year was in with a chance of overhauling Hewitt at the top of the rankings.
Despite finishing the season without a slam, the 32-year-old American did play a part in the most theatrical event of the year, when Pete Sampras won a record 14th grand slam crown.
Agassi played the fall guy in New York but it was a match which will live on long in the memory, especially if Sampras -- arguably the greatest player to lift a racket -- decides, as suspected, to call it a day and swap the tour for family life.
Yevgeny Kafelnikov, however, will not be quitting. Despite saying all year that he would retire if Russia won the Davis Cup, the former French and Australian Open champion is carrying on even though the Russians performed miracles in beating holders France in a pulsating final in Paris.
"My plan is to hopefully to get back into action later next year," Kafelnikov said after undergoing surgery for varicose veins earlier this month.
Martina Hingis also plans to come back next year but the Swiss master tactician may have little say in the matter after another injury-ravaged and slam-less season.
Her best days are surely behind her at the absurdly young age of 22. The ankle injury which has plagued her for the last year, and which will keep her out of January's Australian Open, may leave her permanently consigned to the sidelines while Serena Williams gets set to dominate the sport for another 12 months.