Proper way? There is no proper way in single player, it's the player's choice.
You can have as much pride in your Veyron as you want despite the progress of others. You'll only enjoy it if you can dangle it in other people's faces? And what makes you think it will be so difficult to get? How many people got the F1 in GT5P? What's stopping people from using game saves?
Quite honestly, if I were ever to get anything exclusive in GT, I'd be giving it away for free (as long as I could still keep it myself). I don't play the game to force myself through single player. I want to go online where the real racing is. And I want to race, I don't want to have an art gallery for a garage or travel the world collecting rare items, I want to drive.