My favorite quote about optimization:

Rules of Optimization:
Rule 1: Don't do it.
Rule 2 (for experts only): Don't do it yet.
- M.A. Jackson

And some others I blatantly stole from the Java Optimization page:

"More computing sins are committed in the name of efficiency (without necessarily achieving it) than for any other single reason - including blind stupidity."
- W.A. Wulf

"We should forget about small efficiencies, say about 97% of the time: premature optimization is the root of all evil."
- Donald Knuth

"The best is the enemy of the good."
- Voltaire