Aside from the fire-breathing screech from a grown dragon (which doesn't count as a quote), here are five that made me hold on tighter to my seat.
"Lord Varys is right, I have been to Essos and I’ve seen the unsullied first hand, they were very impressive on the battlefield, less so on the bedroom" – Prince Oberyn
"Besides, the absence of desire leaves one free to pursue other things." – Lord Varys
"I am a whore...remember?" – Shae
"Watching your vicious bastard die gave me more relief than a thousand lying whores" – Tyrion