Chelsea

I'll say this much for Liverpool: they're good at penalty shoot-outs. In fact, when it comes down to it (and it so frequently seems to, in their case), there's no better team out there at nicking a match on sudden death.

Do they train for it? You would have to assume so: all summer, I would reckon, and then on into the winter and spring. Two European Cups, one FA Cup, one League Cup - all nicked on penalties. That's an extraordinary amount of penalty-based plunder for one football team.

Also, one FA Cup semi-final, and now one Champions League semi-final. Amazing. They've got a record to be proud of there.

And incredible, the rewards a team can accrue without ever needing to be ahead in a match. The European Cup Final against AC Milan in 2005? Liverpool were never ahead, but they nicked it. The FA Cup final last year against West Ham? Liverpool were never ahead, but they nicked it. The Champions League semi-final last night? Liverpool were never ahead but they nicked it.

Bitterly disappointing for us, of course, but at the same time, losing on penalties has its consolations. We get to sigh and shake our heads, and to trot out that argument about it being a lottery, and no way to settle a football match. And you look at the cup history of Liverpool, and it's hard to disagree with that.

But in this, of all years, there are other, far greater consolations to be sought for the pain of going out of the Champions League. Permit me to set them out.

One of the football correspondents wrote, in advance of yesterday's match, 'In each of Jose Mourinho's seasons in charge Chelsea have had Premiership titles to protect them from hurt of defeat elsewhere. It looks as if that safety device is gone in this campaign and nothing will protect them from the hurt of failure at Liverpool this evening.'

Well, let's not completely discount the possibility that Chelsea could, even now, end up with a third consecutive league title. But setting all that aside, there is plenty to protect us from 'the hurt of failure at Liverpool'. In fact, I don't think we have to win anything else this term - any other match, in fact - or even score another goal for this to have been the most remarkable Mourinho season of them all, and therefore, by definition, the most remarkable season in the history of the club. I thought that before last night, and I see no reason not to think it now, just because of a miserable Champions League exit on penalties.

Consider it. Some time last summer, important people at Chelsea sat down and said to each other, 'Let's go for the lot in 2006-07. Let's not say this trophy is more important to us than that. Let's not 'prioritise' anything. Prioritising is for weasels, scaredy-cats and the self-consciously infirm. Prioritising short-changes the fans and sells everyone connected with the club short.

'To hell with prioritising, then: let's aim for the full house. Let's try and win everything. Let's try and construct a season in which, for as long as possible, every game counts - not just in August, but even, if necessary, in May. And if we crash and burn? Well, we crash and burn. But we'll have had a hell of a time trying, and so will our fans. And we'll have learned a few things about our character.'

It would need players, of course - players of a certain calibre. Players with not just a 'winning mentality', but with a 'let's win the lot' mentality, which is superior, and harder to find. Except that we had them: Essien, Carvalho, Terry, Lampard, Makelele, Cech, Drogba - everywhere you looked, we had them, the biggest bunch of 90-minutes-plus diehards ever to wear blue at the same time.

And who came along with us in this scheme? What other club had the nerve? Not one of them. Manchester United threw the Carling. Yes, they dared to join us for the ride in the three other competitions, and hats off to them for that. But at the same time, it can't be ignored - they threw the Carling.

Arsenal tried to throw the Carling, but it wouldn't let them. They also threw the Premiership because they decided that they were 'in transition' instead (ie. confused, disorganised and not playing very well).

Liverpool threw the Carling, the FA Cup and the Premiership and pushed everything they had into the Champions League alone - the sum extent of the club's ambitions since the arrival of Rafa Benitez. And if they could scrape it on pens, even better. It left them in a position, only last weekend, to toss away a Premiership game at Portsmouth.

Tossing away a Premiership game - can you imagine? Good value, I'm sure, for the travelling supporters of this 'community' club.

Can you remember the last time Chelsea played a game that didn't matter? You can't, and that's because it has been the most extraordinary season ever, one in which the players have earned our love and respect as in no other. It has already delivered a Champions League semi, a down-to-the-wire title race, an FA Cup final and the Carling Cup - all secured, one hardly need add, in the face of the kind of calamitous injury list that would have sent other clubs with less guts into administration.

And if the team has looked a little tired in the last week, then who could blame them? I feel tired, and I only watch. The players' concentration and commitment has been nothing short of unearthly, and no penalty fudge at Anfield could ever remove the shine from that.

So, we say this to Benitez and Liverpool. Congratulations on last night. Go on and win it, why not? But here's a suggestion - next season, get involved. Try and set out to win more than one thing. Go on. Give it a shot. Play some football. Hey, you might even find you enjoy it. It doesn't always come off, granted. But you get to feel good about yourself even so. And you would definitely enjoy that.