I guess I'm one of the lucky (or persistent) ones. My first slam was a super slam, followed by several of the regular kind. It might be good to point out that the IGFA recognizes catching any three of the four species (bonefish, tarpon, permit, and snook) as a grand slam. Catching any three of those on the same day is pretty satisfying. Catching all four gives you an unbelievable rush followed by a Zen-like sense of sense of peace.
If you want to target a slam, I've found Belize to be an exceptional spot. The Keys have all four species in abundance, but they are pretty educated and tougher to get. A slam in the Keys is a real accomplishment! I have had several "visual slams" or "Kodak Slams" in the Keys but haven't closed the deal there.