“Physics is like sex: sure, it may give some practical results, but that's not why we do it.”
Does not appear to be from any of his books or cited in a biography. A Google Books search shows that the oldest book citing "physics is like sex" is Scary Monsters and Bright Ideas (2000) by science broadcaster Robyn Williams. On p. 44, this book claims: "Einstein said, 'You do not really understand something unless you can explain it to your grandmother'. Richard Feynman added, 'Physics is like sex: sure, it may give some practical results, but that's not why we do it'." Given that Einstein didn't really say the former, it's likely that Feynman didn't really say the latter.
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Variant: Physics is like sex: sure, it may give some practical results, but that's not why we do it.
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Richard Feynman 181
American theoretical physicist 1918–1988Related quotes

From an alleged Letter of to his Minister of the Interior on the Poor Laws. Pub. in The Press, Feb. 1, 1868.
Attributed

The Architecture of Theories (1891)

Youtube: 'So You Think You're Funny' winner at the Press launch of the Gilded Balloon's programme for the 2007 Edinburgh Festival Fringe http://www.youtube.com/watch?v=6ORUdvdGC8Q&feature=PlayList&p=95BEE1BC92B7F8BB&index=0&playnext=1

Source: A Brief History of Time (1988), Ch. 1
Context: Any physical theory is always provisional, in the sense that it is only a hypothesis: you can never prove it. No matter how many times the results of experiments agree with some theory, you can never be sure that the next time the result will not contradict the theory. On the other hand, you can disprove a theory by finding even a single observation that disagrees with the predictions of the theory. As philosopher of science Karl Popper has emphasized, a good theory is characterized by the fact that it makes a number of predictions that could in principle be disproved or falsified by observation. Each time new experiments are observed to agree with the predictions the theory survives, and our confidence in it is increased; but if ever a new observation is found to disagree, we have to abandon or modify the theory.

Source: Humanity Comes of Age, A study of Individual and World Fulfillment (1950), Introduction p. I - XII

On the protests against sex education in India, as quoted in " The great Indian sex debate http://news.bbc.co.uk/2/hi/6928326.stm", BBC News (20 August 2007)