ther are so many bu t here are some of my favs:
gollum: [to Sam] Stupid, fat hobbit
gimli: Oh come on, we can take 'em.
Aragorn: It's a long way.
Gimli: Toss me.
Aragorn: What?
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.
gandalf: The battle of Helm's Deep is over; the battle for Middle Earth is about to begin.
galadriel: The time of the elves is over. Do we leave Middle-Earth to its fate? Do we let them stand alone?
Sam: That there's some good in this world, Mr. Frodo... and it's worth fighting for.
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.
Sam: Even you couldn't say no to that.
Gollum: Oh yes we could. Spoilin' nice fish. Give it to us raw and wrigglin'. You keep nasty chips.
Sam: You're hopeless.
gimli: It's true you don't see many dwarf women. And in fact, they are so alike in voice and appearance, that they are often mistaken for dwarf men.
Aragorn: It's the beards.
Gimli: And this in turn has given rise to the belief that there are no dwarf women, and that dwarves just spring out of holes in the ground!
[Eowyn laughs]
Gimli: Which is, of course, ridiculous.
gimli: Bring your pretty face to my axe.
theoden: Where is the horse and the rider? Where is the horn that was blowing? They have passed like rain on the mountain, like wind in the meadow. The days have gone down in the West behind the hills into shadow. How did it come to this?
aragorn: You have some skill with a blade.
Eowyn: The women of this country learned long ago, those without swords can still die upon them. I fear neither death nor pain.
Aragorn: What do you fear, my lady?
Eowyn: A cage. To stay behind bars until use and old age accept them and all chance of valor has gone beyond recall or desire.
Aragorn: You are a daughter of kings, a shield maiden of Rohan. I do not think that will be your fate.
gimli: Whatever luck you live by... let's hope it lasts the night.
Legolas: You're friends are with you, Aragorn.
Gimli: Let's hope they last the night...
gimli: What's happening out there?
Legolas: Shall I describe it to you... or would you like me to find you a box?
gimli: Legolas! Two already!
Legolas: I'm on seventeen!
Gimli: Huh? I'll have no pointy-ear outscoring me!
[kills another one]
Legolas: [shoots two more arrows] Nineteen
legolas: Final count, forty-two.
Gimli: Forty-two? Oh, that's not bad for a pointy-eared elvish princeling. Hmph! I myself am sitting pretty on forty-THREE.
[Legolas takes out an arrow, and shoots the uruk Gimli is sitting on in the stomach]
Legolas: Forty-three.
Gimli: He was already dead!
Legolas: He was twitching.
Gimli: He was twitching because he's got MY AX BURIED IN HIS NERVOUS SYSTEM!
Been waiting for this one to come up, of course mine is:
you rock for lovin Craig nd Haldir too ... 
