Etherington was part of the side that lost to Manchester City at Wembley in the final of the competition last May, even though he was not fit enough.
He has also been on the losing side in the final for West Ham when Liverpool won the competition on penalties in 2006.
But having been so close twice, the 30 year old says that he would love his dream to come true.
He told the Sentinel: "I think everyone wants a top-10 finish, as a team that's got to be our aim - and also a good cup run.
"I've got to two FA Cup finals with West Ham and with Stoke, but I was beaten in both, so I'd love to lift the trophy.
"I wasn't fully fit when we got there last year, but I was desperate to play and the manager wanted me to. It was probably a week too early for me.
"I was also injured before the West Ham cup final because I did my ankle.
"But they were great experiences. Stoke getting to the FA Cup final has to be one of the greatest days in the club's history."