Desire only that which is within you...  For within you is the light of the world.

-  The only light which can be shed upon the path...  If you are unable to perceive it within you, it is useless to look for it elsewhere.  Dorothy's companions were not missing their coveted items.  They just thought they were.  Scarecrow had a brain all along.  Tin Man had a heart all along.  And the cowardly lion had courage from the very beginning.  They just had to REALIZE it.  Same with Dorothy...  Only after Dorothy returns to Oz with the broomstick of the Wicked Witch does she realize (with a little prompting from Glinda) that she always had the power to get back home.  Where was it?  In her red slippers.