It's hard to choose only five lines, or speeches or conversations, amongst the millions of spectacular lines that I've heard and read while playing games. While choosing these five quotes, I realized I've chosen only the most literate ones I could remember.

Baldur's Gate

Some Guy - There are others, I can show you, please!
Sarevok - I will be the last. And you will go first.

http://www.youtube.com/watch?v=8Kmmggc6jH8

The intro to Baldur's Gate is a thing of beauty. It's completely incomprehensible until you're near the end of the game, but it sets the stage by demonstrating "The Big Armored Bad Guy" and showing us the rooftops of the titular city. These lines of dialogue are burned to my memory from the dozens, hundreds of times that I've booted up the game.

System Shock 2

"Look at you hacker... a pathetic creature of meat and bones, panting and sweating as you run through my corridors. How can you challenge a perfect, immortal machine?"

http://www.youtube.com/watch?v=MXPn6wcsUmk

This line is all the introduction one needs to understand and fear SHODAN.
This game brought quality Sci-Fi back to the spotlight again, and this line is just a sample of the great writing within. 

BioShock

"A man chooses. A slave obeys. OBEY!"

In a game that has some of the best writing and overall design in recent times, this line stands out, and the scene where it's uttered by Andrew Ryan. It bridges the gap between regular game script and movie award quality writing. I could see this game playing out as a serious, cerebral movie, with this scene as the end. 

Xenogears

"I go to walk with God."

http://www.youtube.com/watch?v=67RDfn49ZGo

I didn't manage to finish this game. And I recognize the translation wasn't the best and lip-syncing was terrible. But I have read how the story goes in the end, and when I saw this cutscene I realized this is some of the most spiritual dialogue I'd seen in a game. This conversation between Krellian and Fei, respectively the bad guy and the good guy (gross simplification, I know), feels almost divine. The backing music also helps.

Deus Ex

"You will be who you will be. We are our choices. And we can choose to lead humanity away from this... darkness."

I'll always consider the Helios ending to be the true ending to Deus Ex. Deus Ex was another landmark game full of memorable and often funny quotes ("I wanted Lemon Lime"). The dialog in the Helios ending between the AI and JC Denton is phenomenal and references the great father of cyperpunk, William Gibson's book Neuromancer.

Its interesting that all of them are RPGs or Shooter-RPGs.