“The illusion which exalts us is dearer to us than ten thousand truths.”

What Can We Expect of the Moon?" in The American Legion Magazine, March 1965
General sources

From the lyrics of his song Vida Louca, Vida (Life, Crazy Life)

Source: Flesh and Fire (2009), p. 304

The Stark Munro Letters (1894)
Context: The more we progress the more we tend to progress. We advance not in arithmetical but in geometrical progression. We draw compound interest on the whole capital of knowledge and virtue which has been accumulated since the dawning of time. Some eighty thousand years are supposed to have existed between paleolithic and neolithic man. Yet in all that time he only learned to grind his flint stones instead of chipping them. But within our father's lives what changes have there not been? The railway and the telegraph, chloroform and applied electricity. Ten years now go further than a thousand then, not so much on account of our finer intellects as because the light we have shows us the way to more. Primeval man stumbled along with peering eyes, and slow, uncertain footsteps. Now we walk briskly towards our unknown goal.

A similar statement was attributed to Aristotle in antiquityː ""Φίλος μὲν Σωκράτης, ἀλλὰ φιλτέρα ἀλήθεια."" [""Socrates is a friend, but truth is a greater.""] — Ammonius Hermiae, Life of Aristotle (as translated in Dictionary of Quotations http://archive.org/details/dictionaryquota02harbgoog (1906) by Thomas Benfield Harbottle, p. 527). The variant mentioned above may possibly be derived from a reduction of a statement known to have been made by Isaac Newton, who at the head of notes he titled Quaestiones Quaedam Philosophicae (Certain Philosophical Questions) wrote in Latin: ""Amicus Plato— amicus Aristoteles— magis amica veritas"" which translates to: ""Plato is my friend— Aristotle is my friend— but my greatest friend is truth."" (c. 1664)
Another possible origin of the ""dear is Plato"" statement is in the Nicomachean Ethics; the Ross translation (of 1096a.11–1096a.16) provides: ""We had perhaps better consider the universal good and discuss thoroughly what is meant by it, although such an inquiry is made an uphill one by the fact that the Forms have been introduced by friends of our own. Yet it would perhaps be thought to be better, indeed to be our duty, for the sake of maintaining the truth even to destroy what touches us closely, especially as we are philosophers; for, while both are dear, piety requires us to honour truth above our friends.""
Note that the last clause, when quoted by itself loses the connection to ""the friends"" who introduced ""the Forms"", Plato above all. Therefore the misattribution could be the result of the ""quote"" actually being a paraphrase which identifies Plato where Aristotle only alludes to him circumspectly.
According to the notes in Plato: Republic Book X, edited by John Ferguson, p. 71, «the familiar 'amicus Plato sed magis amica veritas' is found in Cervantes' Don Quixote II 8 and cannot be traced further back. Cf. Roger Bacon Op. mai. I vii, '<i>amicus est Socrates, magister meus, sed magis est amica veritas</i>'. For the opposite view, see Cicero, T.D. I 17,39, '<i>errare mehercule malo cum Platone . . . quam cum istis vera sentire</i>'.»
Disputed
Variant: Plato is my friend, but the truth is more my friend.

Source: Looking Backward, 2000-1887 http://www.gutenberg.org/ebooks/25439 (1888), Ch. 21.

Speech in Cleveland http://books.google.com/books?id=o3j10P6YFZIC&pg=PA1090&dq=%22nation's+honor+is+dearer+than+the+nation's+comfort%22 (January 1916)
1910s

"Epigrams" in Sämtliche Werke, volume 6, page 365
Original: (de) Was du teurer bezahlst, die Lüge oder die Wahrheit?
Jene kostet dein Ich, diese doch höchstens dein Glück.

Johnny Got His Gun (1938)
Context: Put the guns into our hands and we will use them. Give us the slogans and we will turn them into realities. Sing the battle hymns and we will take them up where you left off. Not one, not ten, not ten thousand, not a million, not ten millions, not a hundred millions but a billion, two billions of us all — the people of the world. We will have the slogans and we will have the hymns and we will have the guns and we will use them and we will live. Make no mistake of it, we will live. We will be alive and we will walk and talk and eat and sing and laugh and feel and love and bear our children in tranquillity, in security, in decency, in peace. You plan the wars, you masters of men — plan the wars and point the way and we will point the gun.