Agree with what a lot of other players have said but another aspect is that if and when you do get that championship team, it feels different when it's with a home-grown superstar. Larry Bird, Brady, Papi - those guys are OURS. It's just better that way.
I mean, I loved that 08 team, and all else equal KG would be my favorite player on it, by far. But Pierce is the only key guy who was really a Celtic. He is on another level in terms of it meaning something.
(I know Papi technically played elsewhere. But you know what I mean.)