Getting gold on every license in any game of the series. It's frustrating, mercilessly hard and some tests can make you cry due to constant failure. But as soon as you get gold on the last license test, you feel acomplished. It's truly a great experience.
Driving Missions and Special Events also counts. Very few managed to get all gold on the Sebastian Vettel X Challenge in 5. Fewer managed to do it WITH A DUAL-SHOCK 3.
In Gran Turismo 2, getting all gold on the Super License(The hardest of them all since ALL of the 10 tests focus on time trial.) will reward you the Toyota GT-ONE Race Car. You can already do races that other people couldn't at the start.