In Revelations: Persona when Alana would flirt with demons she'd say, "Ouch, my chest hurts. Will you rub my chest for me?"
In Persona: PSP I like the conversation Toro and Ayase have when he confesses and she rejects him. I don't have the entire convo off hand, but I like Toro's line when he says, "What about you? What do you like? You laugh when you aren't happy, you hang out with people you think are stupid, are you so afraid or being alone?"
I like the character quotes from FF9 like Zidane's Virtue: "You don't need a reason to help people." One dialogue "bit" I liked in the game was when Zidane goes into an armor shop in Lindblum and says, "What a cheesy suit of armor. Who would buy this crap?" Then in a later ATE, Steiner walks into that same armor shop and marvels at what fine armor such a small shop would have. Oh, and when Steiner tries that pickle and when you visit Lindblum later in the game, the pickle vendor mentions he only had one customer.