damn pushy philosophers!
What is your favorite chess quote?

There are many of them! Just to show a few:
I play way too much blitz chess. It rots the brain just as surely as alcohol. - Nigel Short
The hardest thing in chess is to win a won game. - Frank Marshall

The hardest thing in chess is to win a won game. - Frank Marshall
That doesn't make sense. Surely it's much harder to win a lost game.

"To me, chess is like a ballet, except there's no music, no choreography, and the dancers kill each other." - ?
lol good one

The hardest thing in chess is to win a won game. - Frank Marshall
That doesn't make sense. Surely it's much harder to win a lost game.
I see exactly where Mr Marshall is coming from with that line. I have always agreed with him.

I don't know if this has been said already, but I like this quote from Capablanca:
"I always play carefully and try to avoid unnecessary risks. I consider my method to be right as any superfluous 'daring' runs counter to the essential character of chess, which is not a gamble but a purely intellectual combat conducted in accordance with the exact rules of logic."
--Jose Capablanca

"I could find all those amazing sacrifices, the way Alekhine does. I just can never reach those positions!" -- Richard Reti
(Not sure if I worded it exactly right. But you get the idea.)
Although not technically a chess quote, my favorite quote to attribute to chess would be by René Descartes.
"You just keep pushing. You just keep pushing. I made every mistake that could be made. But I just kept pushing."