Edna St. Vincent Millay, in "First Fig" from A Few Figs from Thistles (1920); said to be a motto Roald Dahl lived by.
Misattributed
Variant: My candle burns at both ends;
It will not last the night;
But, ah, my foes, and, oh, my friends —
It gives a lovely light.
Source: Boy: Tales of Childhood

“What she needed was just one person, one wise and sympathetic grown-up who could help her.”

Roald Dahl book Matilda

Source: Matilda

“Perhaps it's chasing me. But I don't think it will ever catch me because I am moving fast.”

Roald Dahl

“… and when he put his mind to it, he could make his words coil themselves around and around the listener until they held her in some sort of a mild hypnotic spell.”

Roald Dahl book Switch Bitch

Source: Switch Bitch

“Titchy little snapperwhippers like you should not be higgling around with an old sage and onions who is hundreds of years more than you.”

Roald Dahl The BFG

Source: The BFG

“A little nonsense now and then, is cherished by the wisest men.”

Roald Dahl book Charlie and the Great Glass Elevator

Not original to this work, the proverb dates from at least the 18th century.
Source: Charlie and the Great Glass Elevator (1972), Ch. 12, 'Back to The Chocolate Factory' (p.88 in the Paperback edition (1998) from Puffin)

“There's enough chocolate in there to fill every bathtub in the entire country! And all the swimming pools as well!”

Roald Dahl book Charlie and the Chocolate Factory

Source: Charlie and the Chocolate Factory (1964), Ch. 15, "The Chocolate Room"

“Ah, but they is not killing their own kind," the BFG said. "Human beans is the only animals that is killing their own kind.”

Roald Dahl The BFG

The BFG (1982)

“It is very difficult to phone people in China, Mr. President," said the Postmaster General, "The country is so full of Wings and Wongs, every time you wing you get the wong number.”

Roald Dahl book Charlie and the Great Glass Elevator

Source: Charlie and the Great Glass Elevator (1972), Ch. 4, "The President" (p. 34 in the 1984 Bantam edition)

“There is a trait in the Jewish character that does provoke animosity; maybe it's a kind of lack of generosity towards non-Jews. I mean there is always a reason why anti-anything crops up anywhere; even a stinker like Hitler didn't just pick on them for no reason.”

Roald Dahl

As quoted in New Statesman (1983); partly quoted in "The Candy Man" by Margaret Talbot in The New Yorker (11 July 2005) http://www.newyorker.com/archive/2005/07/11/050711crat_atlarge?printable=true

“Dreams is very mystical things," the BFG said. "Human beans is not understanding them at all. Not even their brainiest professors is understanding them.”

Roald Dahl The BFG

"Cool Dreams"
The BFG (1982)