Winning a Grand Prix Final (or the Champions Series Final as it used to be known) is extremely difficult. So difficult, that it has only ever been won 7 times by skaters who have either never been up to that point, or gone on to be, a World or Olympic champion (although some of these 7 are still skating, and could still go on to be a World or Olympic champion).
In the Ice Dance, all of the winners of the GPF/Champions Series Final have been World or Olympic champions. All but one of the Pairs winners have been too, the exception being Volosozhar & Trankov who could well go on to become World/Olympic champions.
It is in the singles events that there has been the highest incidence of skaters winning the GPF/Champions Series Final, but failing to win a World or Olympic title - 4 ladies and 2 men
Here is a list of the skaters who have become GPF/Champions Series Final champions without (so far) winning a World or Olympic title:-
1998/99 - Tatiana Malinina Free Skate
2002/03 - Sasha Cohen Short Program, 1st Free Skate, 2nd Free Skate
2003/04 - Fumie Suguri Short Program, Free Skate
2003/04 - Emanuel Sandhu Free Skate
2008/09 - Jeremy Abbott Short Program, Free Skate
2010/11 - Alissa Czisny Short Program, Free Skate
2012/13 - Tatiana Volosozhar & Maxim Trankov Short Program, Free Skate
So, which of these is the greatest?