But for now, Wednesdayites must start with the Capital One Cup, a competition that in its various guises has yielded some special cup days and nights in the past.
The high point was unquestionably 1991 at Wembley, when John Sheridan struck a winning goal against Manchester United that was fit to win any final.
There have been plenty of other famous matches along the way in the League Cup, Rumbelows Cup, Carling Cup, Worthington Cup - call it what you will.
Here are six of the best for the Owls.
1. Sheffield Wednesday 1 (Sheridan) Manchester United 0, April 21, 1991: Sheridan’s aforementioned sweet strike saw Ron Atkinson’s Owls create a stellar Rumbelows Cup shock against his former club.
It remains the last time a team from outside the top-flight has lifted one of English football’s major honours.
A ‘where were you’ moment. Just don’t mention War of the Monster Trucks ...
2. Blackburn 2 Sheffield Wednesday 4 (Warhurst 2, Harkes, Sheridan), February 10, 1993: The Owls placed one foot at Wembley with a famous away-day win in their semi-final first-leg at Ewood Park, with gamekeeper-turned-poacher Paul Warhurst leading the way with a brace - with further goals tagged on by midfielders John Harkes and John Sheridan.
Wednesday won the second leg 3-0 to book a final berth against Arsenal - one of four appearaces at Wembley during the 1992-93 campaign.
3. Sheffield Wednesday 3 Arsenal 0 (Wallace, Joao, Hutchinson), October 27, 2015: A stunning performance in front of over 35,000 mostly ecstatic Hillsborough fans saw the Owls dismantle the Gunners 3-0 and announce themselves back on the big footballing stage.
Ross Wallace fired the Owls ahead before Lucas Joao’s powerful header doubled the hosts tally before the interval - with the gloss provided by a third from midfield man Sam Hutchinson
4. Sheffield Wednesday 2 (Ekoku 2) Sheffield United 1, November 1, 2000: Remember, remember the first of November ... Wednesdayites do back in 2000 with an Efan Ekoku double seeing off their Steel City rivals in round three in an explosive derby.
Ekoku netted his first goals since arriving on loan for the season from Swiss side Grasshoppers Zurich, including an extra-time winner.
The forward put Owls in front early on before Michael Brown levelled in the first meeting between the city rivals in almost seven years.
But Ekoku had the last word.
5. Sheffield Wednesday 4 (Chapman, Lyons, Marwood, Sterland) Chelsea 4, January 30, 1985: A memorable quarter-final replay that is still talked about to this day by seasoned Wednesdayites.
The Owls cruise into a 3-0 half-time lead with Lee Chapman and Brian Marwood among the goals, but substitute Paul Canoville scored twice as a Chelsea side including Pat Nevin and Kerry Dixon fought back to lead.
However, Mel Sterland kept his nerve by scoring a last-gasp penalty to force a second replay, which the Londoners won 2-1.
6. Sheffield Wednesday 2 (Bannister, Megson) Liverpool 2, January 17, 1984: A massive crowd of 49,357 flocked to Hillsborough to watch the second-tier Owls push the top footballing side in the land in Liverpool all the way in an enthralling 2-2 draw with Gary Bannister and Gary Megson netting for the hosts.
Steve Nicol and Phil Neal with a penalty were on target for the Reds, who won the Anfield replay 2-0.