Sam: I heard raised voices.
Gandalf: What did you hear? Speak.
Sam: N-nothing important. That is, I heard a good deal about a ring, and a Dark Lord, and something about the end of the world, but... Please, Mr. Gandalf, sir, don't hurt me. Don't turn me into anything... unnatural.
Aragorn: Gentlemen, we do not stop 'til nightfall.
Pippin: What about breakfast?
Aragorn: You've already had it.
Pippin: We've had one, yes. What about second breakfast?
[Aragorn turns and walks off in disgust]
Merry: I don't think he knows about second breakfast, Pip.
Pippin: What about elevenses? Luncheon? Afternoon tea? Dinner? Supper? He knows about them, doesn't he?
Merry: I wouldn't count on it.
Frodo: Go back, Sam. I'm going to Mordor alone.
Sam: Of course you are. And I'm coming with you.
The Two Towers
Sam: What we need is a few good taters.
Gollum: What's taters, precious? What's taters, eh?
Sam: *Po-tay-toes!* Boil 'em, mash 'em, stick 'em in a stew... Lovely big golden chips with a nice piece of fried fish.
[Gollum makes a noise of disgust while sticking his tongue out]
Sam: Even you couldn't say no to that.
Gollum: Oh yes we could. Spoilin' nice fish. Give it to us raw and w-r-r-riggling... you keep nasty chips.
Sam: You're hopeless.
Treebeard: We have just agreed...
[Merry and Pippin lean in]
Treebeard: I have told your names to the Entmoot, and we have agreed you are not orcs.
Pippin: Well, that's good news.
Gimli: Oh come on, we can take 'em.
Aragorn: It's a long way.
Gimli: Toss me.
Gimli: I cannot jump the distance, you'll have to toss me.
[pauses, looks up at Aragorn]
Gimli: Don't tell the elf.
Aragorn: Not a word.
The Return of the King
Gandalf: [to Pippin] Now, listen carefully. Lord Denethor is Boromir's father. To give him news of his beloved son's death would be most unwise. And do not mention Frodo, or the Ring. And say nothing of Aragorn either. In fact, it's better if you don't speak at all, Peregrin Took.
Sam: What are you up to? Sneaking off, are we?
Gollum: Sneaking? Sneaking? Fat Hobbit is always so polite. Smeagol shows them secret ways that nobody else could find, and they say "sneak!" Sneak? Very nice friend. Oh, yes, my precious. Very nice, very nice.
Sam: All right, all right! You just startled me is all. What were you doing?
[after Legolas single-handedly takes out an Oliphant and its drivers]
Gimli: That still only counts as one.
Gimli: Never thought I'd die fighting side by side with an Elf.
Legolas: What about side by side with a friend?
Gimli: Aye. I could do that.
Sam: Then let us be rid of it... once and for all! Come on, Mr. Frodo. I can't carry it for you... but I can carry you!
These of course aren't all of my favorite quotes, just some. :)