“I mean not to run with the Hare and holde with the Hounde.”

Introductio ad prudentiam: Part II (1727), Gnomologia (1732)

Compare Poor Richard's Almanack (1734) : Don't think to hunt two hares with one dog, and Poor Richard's Almanack ( 1737) : He that pursues two Hares at once, does not catch one and lets t'other go.
Introductio ad prudentiam: Part II (1727), Gnomologia (1732)

"The Porcupine" http://www.poemhunter.com/poem/the-porcupine/

Part II, chapter 5.
Proverbs (1546), Bartlett's Familiar Quotations, 10th ed. (1919)

Source: Don Quixote de la Mancha (1605–1615), Part II (1615), Book III, Ch. 33.

Sometimes attributed to Glasse, but in fact the phrase appears nowhere in her Art of Cookery. The closest is under roast hare (page 6), "Take your hare when it be cas'd", simply meaning take a skinned hare. (Reference: Acquired Tastes: Celebrating Australia's Culinary History, Colin Bannerman (and others), published by the National Library of Australia, 1998, ISBN 0-642-10693-2, page 2.)
Misattributed

Ieu sui Arnautz qu'amas l'aura
E cas la lebre ab lo bueu
E nadi contra suberna.
"Ab gai so cundet e leri", line 43; translation from Ezra Pound The Spirit of Romance (1910) p. 30.