Only 8 teams make it to the playoffs every year in baseball. It's not like basketball or hockey where 'most' of the teams make it. Just by making it to the playoffs every year, you show you are a championship contender. Yeah, I want the best players possible on this team, but I am not some insane person who wants to start from scratch if we don't get Halladay (for instance)...
We are VERY lucky to have the Red Sox here in Boston. They have consistently been able to compete against the Yankees. It is the one sport without a salary cap (and I am strongly for one), what are we going to do, trade Youk, Pedroia, Beckett, Papelbon, and Lester for 'prospects? That makes a lot of sense, right? Go talk to the Royals, Pirates, Reds, etc to see how trading their best players has gone.