I always wanted to try renaming Red XIII as "Nanaki", so when everyone asks in Cosmo Canyon who Nanaki is they'd sound very, very stupid. Of course, I never bothered.
I can't think of any good lines from Digital Devil Saga, except maybe for Angel's "Rend! Slaughter!" etc., though there was one line (spoilered because it's sort of important):
"Avatar Tuners or Those Who Devour... I think I'll go with whoever uses cooler-sounding words." - some random Karma Soceity soldier