The earliest source located is here http://books.google.com/books?id=kd41AQAAIAAJ&q=bisexuality#search_anchor, in the sidebar "Quotations According to Woody Allen" http://books.google.com/books?id=kd41AQAAIAAJ&q=%22quotations+according%22#search_anchor which appeared alongside the New York Times article "Everything You Wanted to Know About Woody Allen at 40" by Mel Gussow, 1 December 1975, page 33. Full text also available in Lakeland Ledger, 25 December 1975 http://news.google.com/newspapers?id=pUdNAAAAIBAJ&sjid=4foDAAAAIBAJ&pg=6578%2C6650273 on google news. <br class="br">Unsourced variant: "Bisexuality immediately doubles your chances for a date on Saturday night."

“I can levitate birds. No one cares.”

Woody Allen

“I was thrown out of college for cheating on the metaphysics exam; I looked into the soul of the boy sitting next to me.”

Woody Allen

Standup Comic (1999)
Source: Annie Hall: Screenplay

“What if everything is an illusion and nothing exists? In that case, I definitely overpaid for my carpet.”

Woody Allen Without Feathers

"Selections from the Allen Notebooks".
Without Feathers (1975)

“I'm not a drinker — my body will not tolerate spirits. I had two Martinis on New Year's Eve and I tried to hijack an elevator and fly it to Cuba.”

Woody Allen

Standup Comic (1999)

“I hate reality but it's still the best place to get a good steak.”

Woody Allen

“More than any other time in history, mankind faces a crossroads. One path leads to despair and utter hopelessness. The other, to total extinction. Let us pray we have the wisdom to choose correctly.”

Woody Allen book Mere Anarchy

"My Speech to the Graduates"
Side Effects (1980)
Variant: Mankind is facing a crossroad - one road leads to despair and utter hopelessness and the other to total extinction - I sincerely hope you graduates choose the right road
Source: Mere Anarchy

“The difference between sex and death is, with death you can do it alone and nobody's going to make fun of you.”

Woody Allen

Also found in "Quotations According to Woody Allen" http://books.google.com/books?id=kd41AQAAIAAJ&q=%22quotations+according%22#search_anchor from the New York Times, 1 December 1975.

“I am thankful for laughter, except when milk comes out of my nose.”

Woody Allen

“I was nauseous and tingly all over. I was either in love or I had smallpox.”

Woody Allen

“Don't knock masturbation. It's sex with someone you love.”

Woody Allen

Source: Standup Comic

“Those who can't do, teach. And those who can't teach, teach gym.”

Woody Allen

Source: Annie Hall: Screenplay