“To those waiting with bated breath for that favourite media catchphrase, the U-turn, I have only one thing to say: You turn if you want to. [laughter] The lady's not for turning.”
Reacting to doubt over her economic policies http://news.bbc.co.uk/onthisday/hi/dates/stories/october/10/newsid_2541000/2541071.stm at a Conservative Party Conference (10 October 1980)
A play on The Lady's Not for Burning, a 1948 play by Christopher Fry about a witchcraft trial.
First term as Prime Minister
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Margaret Thatcher 348
British stateswoman and politician 1925–2013Related quotes

(in his first-ever interview, 1991) source http://www.followmearound.com/presscuttings.php?year=1991&cutting=10
“If you can find one good thing to say about her I'll turn vegetarian!”
Source: The Night of the Solstice

“The lady is not for turning.”
10 Downing Street, Mémoires, 1993

From A Balance Beam
Lifted or The Story Is in the Soil, Keep Your Ear to the Ground (2002)

I Wanna Be Your Lover
Song lyrics, Prince (1979)