“Freedom is an illusion. It always comes at a price.”

Source: There Will Be Time (1972), Chapter 12 (p. 130)

Often attributed to Jefferson, no original source for this has been found in his writings, and the earliest established source for similar remarks are those of John Philpot Curran in a speech upon the Right of Election (1790), published in Speeches on the late very interesting State trials (1808):
: "It is the common fate of the indolent to see their rights become a prey to the active. The condition upon which God hath given liberty to man is eternal vigilance; which condition if he break, servitude is at once the consequence of his crime and the punishment of his guilt."

*In a biography of Major General James Jackson published in 1809, author Thomas Charlton wrote that one of the obligations of biographers of famous people is

:"fastening upon the minds of the American people the belief, that 'the price of liberty is eternal vigilance' " (in Thomas Usher Pulaski Charlton, The life of Major General James Jackson https://books.google.com.br/books?id=cEcSAAAAYAAJ&pg=PA85&redir_esc=y#v=onepage&q&f=false; F.Randolph, & Co., 1809, p. 85).
Misattributed
Variant: "Eternal vigilance is the price of liberty; power is ever stealing from the many to the few" (from a speech by Wendell Phillips at the Massachusetts Anti-Slavery Society on January 28, 1852; quoted by John Morley, ed., The Fortnightly https://books.google.com.br/books?id=VfjRAAAAMAAJ&pg=PA67&lpg=PA67&dq=%E2%80%9CEternal+vigilance+is+the+price+of+liberty.%E2%80%9D+phillips+speech+anti-slavery&source=bl&ots=H2f8ckIw9o&sig=EukDrduBdK-oQSeY_Gf-VFQ6M54&hl=en&ei=SaxmTN-0H4P98AbioIi0BA&sa=X&oi=book_result&ct=result&redir_esc=y#v=onepage&q=%E2%80%9CEternal%20vigilance%20is%20the%20price%20of%20liberty.%E2%80%9D%20phillips%20speech%20anti-slavery&f=false, Volume VIII, Chapman and Hall, 1870, p. 67).

Herodotus: History (p. 45)
Classics Revisited (1968)

Interview with Oriana Fallaci in The Chicago Tribune (24 June 1973).
Context: Democracy, republics: What do these words signify? What have they changed in the world? Have men become better, more loyal, kinder? Are the people happier? All goes on as before, as always. Illusions, illusions. Besides, one should consider the interest of a nation before subverting it with words. Democracy is necessary in some cases and We believe some African peoples might adopt it. But in other cases it is harmful, a mistake.

Interview in Deia (1 September 2012)

Speech in Burma (July 1944) as quoted in The Great Speeches of Modern India (2011) by Rudrangshu Mukherjee

Source: Lady Midnight