
Third Olynthiac http://books.google.com/books?id=n4INAAAAYAAJ&q="the+easiest+thing+in+the+world+is+self-deceit+for+every+man+believes+what+he+wishes+though+the+reality+is+often+different"&pg=PA57#v=onepage, section 19 (349 BC), as translated by Charles Rann Kennedy (1852)
Variants:
A man is his own easiest dupe, for what he wishes to be true he generally believes to be true.
As quoted in The Routledge Dictionary of Quotations (1987) by Robert Andrews, p. 255
There is nothing easier than self-delusion. Since what man desires, is the first thing he believes.