The winning condition of a parity game with costs requires an arbitrary, but fixed bound on the cost incurred between occurrences of odd colors and the next occurrence of a larger even one. Such games quantitatively extend parity games while retaining most of their attractive properties, i.e, determining the winner is in NP and co-NP and one player has positional winning strategies. We show that the characteristics of parity games with costs are vastly different when asking for strategies realizing the minimal such bound: The solution problem becomes PSPACE-complete and exponential memory is both necessary in general and always sufficient. Thus, solving and playing parity games with costs optimally is harder than just winning them. Moreover...