The Target: "...when it's not your turn" -McNulty
The Detail: "You cannot lose if you don't play" -Marla Daniels
The Buys: "The king stay the king" -D'Angelo
Old Cases: "It's a thin line 'tween heaven and here" -Bubbles
The Pager: "...a little slow, a little late" -Avon
The Wire: "...and all the pieces matter" -Lester
One Arrest: "A man must have a code" - Bunk
Lessons: "Come at the king, you best not miss" -Omar
Game Day: "Maybe we won" -Herc
The Cost: "And then he dropped the bracelets" -Kima
The Hunt: "Dope on the damn table" -Daniels
Cleaning Up: "This is me, yo, right here" -Wallace
Sentencing: "All in the game..." -Traditional West Baltimore

Ebb Tide: "Ain't never gonna be what it was" -Little Big Roy
Collateral Damage: "They can chew you up, but they gotta spit you out" -McNulty
Hot Shots: "What they need is a union" -Beadie Russell
Hard Cases: "If I hear music, I'm gonna dance" -Kima
Undertow: "They used to make steel there, no?" -Spiros
All Prologue: "It don't matter that some fool say he different..."
-D'Angelo
Backwash: "Don't worry kid. You're still on the clock" -Horseface
Duck and Cover: "How come they don't fly away?" -Ziggy
Stray Rounds: "The world is a smaller place now" -The Greek
Storm Warnings: "It pays to go with the union card everytime"
-Ziggy
Bad Dreams: "I need to get clean" -Frank Sobotka
Port In A Storm: "Business. Always business" -The Greek

Time After Time: "Don't matter how many times you get burnt, you just keep doin' the same." -Bodie
All Due Respect: "There's never been a paper bag" -Bunny Colvin
Dead Soldiers: "The Gods will not save you" -Burrell
Hamsterdam: "Why you gotta go and frick with the program?" -Fruit
Straight and True: "I had such fricking hopes for us" -McNulty
Homecoming: "Just a gangster, I suppose" -Avon
Back Burners: "Conscience do cost" -Butchie
Moral Midgetry: "Crawl, walk, and then run" -Clay Davis
Slapstick: "...while you're waiting for moments that never come"
-Lester
Reformation: "Call it a crisis of leadership" -Prop Joe
Middle Ground: "We ain't gotta dream no more, man" -Stringer
Mission Accomplished: "...we fight on that lie" -Slim Charles

Boys of Summer: "Lambs to the slaughter here" -Marcia Donnelly
Soft Eyes: "I still wake up white in a city that ain't" -Carcetti
Home Rooms: "I love the first day, man. Everybody all friendly and shite" -Namond
Refugees: "No one wins. One side just loses more slowly" -Prez
Alliances: "If you with us, you with us" -Chris Partlow
Margin of Error: "Don't try this shite at home" -Norman Wilson
Unto Others: "Aw yeah. That golden rule" -Bunk
Corner Boys: "We got our thing, but it's just part of the big thing"
-Zenobia
Know Your Place: "Might as well dump em, get another" -Prop Joe
Misgivings: "World going one way, people another" -Poot
A New Day: "You play in dirt, you get dirty" -McNulty
That's Got His Own: "That all there is to it?" -Bubbles
Final Grades: "If animal trapped call 410-844-6286" -Baltimore, traditional

More With Less: "The bigger the lie, the more they believe" -Bunk
Unconfirmed Reports: "This ain't Aruba, bitch" -Bunk
Not For Attribution: "They're dead where it doesn't count" -Fletcher
Transitions: "Buyer's market out there" -Scott Templeton
React Quotes: "Just 'cause they’re in the street doesn't mean that they lack opinions." -Gus
The Dickensian Aspect: "If you have a problem with this, I understand completely." -Lester
Took: "They don't teach it in law school" -Ronnie Pearlman
Clarifications: "A lie ain't a side of the story, it's just a lie." -Terry
Late Editions: "Deserve got nuthin' to do with it" -Snoop
-30-: "...the life of kings" -H.L. Mencken

some obvious choices are my favorites like
It's all in the game yo
I'm just a gangsta I Suppose

but one that git me hard was when Bubbles is riding with Mcnulty where he sees the suburbs and nice part of Baltimore and he says " it's a thin line between heaven and here" that one hit me recently on a rewatch

and another is : No one wins. One side just loses more slowly- encapsulates the show more than just about anything else