And so it goes.
Both won their semifinal matches Thursday, beating the rain and opponents who, let's face it, didn't really stand much of a chance.
Saturday's climax will mark their 16th head-to-head match -- Serena leads 8-7 -- and first in a Grand Slam final in five years.
Here are the top five all-Williams moments.
1. 2001 U.S. Open final
It was a historic, watershed occasion.
It was the first Grand Slam final between siblings in more than a century, the first major women's final televised in prime time and the first Grand Slam singles final between two black players.
How appropriate, then, that the tussle took place at Arthur Ashe stadium.
"People of color weren't allowed to play in a sanctioned tournament until the '50s," WTA founder Billie Jean King said during the buildup. "In 1973, women couldn't even get credit cards. Can you imagine if Venus or Serena couldn't get a credit card without a male signing for it?"
Unfortunately, the hype was better than the match, which lasted a measly 69 minutes and ended with Venus emerging 6-2, 6-4. She delivered seven winners and 19 unforced errors; Serena's numbers were 16 and 36, respectively.
The two exchanged a protracted hug at the net when it was over, Venus whispering to Serena, "I love you, all right." Big sis quickly packed up her tennis bag, then walked a few yards and sat beside the vanquished.
2. 2001 Pacific Life Open semifinals
The match that never was became one of the most controversial episodes in years, the ramifications of which are still felt today.
Minutes before their sixth tilt, Venus bailed, citing tendonitis in her knee, although she walked into a subsequent news conference without a noticeable limp.
Almost immediately, rumors swirled that their controversial dad, Richard Williams, had preprogrammed the result.
As Venus and Richard journeyed to the players' box to support Serena in the final against Kim Clijsters, the crowd jeered. They booed Serena, too.
Richard said he and Venus were racially abused.
"The worst kind of prejudice since they killed Martin Luther King," he said at the time. "The white people at Indian Wells, what they've been wanting to say all along to us finally came out: 'Stay away from here; we don't want you here.'"
The sisters haven't been to the mixed "crown-jewel" event in the California desert since.
3. 2003 Australian Open final
It was Serena at the height of her powers.
She claimed her fourth straight major, all over Venus, 7-6 (4), 3-6, 6-4 to complete the "Serena Slam" in the first Australian Open women's final played completely under a roof. Rain wasn't the issue; temperatures soared above 105 degrees.
Unlike in previous tussles, there were stellar rallies and actual emotion, even if both finished with more winners than unforced errors yet again.
Serena, having rallied from a 5-1 third-set deficit against Clijsters in the semis, bounced a racket toward her chair, threw it on another occasion, snapped at a linesman and zinged a ball past Venus during a rally in the first-set tiebreak -- Venus stopped because she thought her ball was out.
The contest ended thanks to four unforced errors by Venus, and Serena became the fifth woman to hold all four Grand Slams at the same time.
"I never get choked up, but I'm really emotional right now," Serena said.
4. 2003 Wimbledon final
In their last pairing in a Grand Slam singles final, Serena emerged 4-6, 6-4, 6-2 to claim the second of her two titles at the All England Club.
Venus' grit might be the lasting memory.
An abdominal injury resurfaced in the semis against Clijsters; her hip was wonky, and tape supported her left leg. A medical timeout early in the third set kept her going, although Venus could barely serve.
The Indian Wells saga appeared to loom large.
"Serena and I have taken a lot of slack, and I thought I'd take one for the team," Venus said. "We've been blamed for a lot of things that never even happened, so I felt today I should play. I had to at least show up and go out on the court."
A dark spell followed. A knee injury sidelined Serena, while the abdominal problem hampered Venus.
There also was family tragedy. Older half-sister Yetunde Price was murdered in California that September.
5. 2008 Bangalore Open semifinals
Into every high-profile rivalry a little rain must pour, this one in March included: When the sisters faced off in southern India, it marked the first time they had met at an event below the Tier 1 level.
It also turned out to be the only time they have gone to a third-set tiebreaker, Serena triumphing 6-3, 3-6, 7-6 (4) in front of an appreciative, raucous crowd.
"It's probably one of our closest matches," said Serena, who had indulged in some retail therapy and seized the chance to don a sari, a traditional Indian dress, earlier in the week. "I don't think we were playing our best out there, but we competed hard, and it was a tough one."
You can say that again.
The encounter featured 33 break points, Venus going 4-for-20 and Serena 4-for-13. Neither served above 60 percent, and both squandered match points in the third, prior to the tiebreaker.
Ravi Ubha is a frequent contributor to ESPN.com.