I like the series. I don't remember quotes from the first game as I played it a long back and only twice, but I've played the second game a lot of times (7-8 maybe). Considering that, IMHO, everything that Death says is great. His dialogues are excellently written and his VA does an amazing job delivering them.
I'd just go ahead and write a few of his dialogues that I really liked(might not exactly be the same);
Death: I seek to erase War's crime.
The Crowfather: To bring humanity back from existence?
Madness.
Death: If it is madness, who better to show me the
way?
Death: I don't like being toyed with.
Death: This is no place for a horse.
Death: Pity, I was beginning to enjoy the atmosphere.
Death: How many times would you have me kill him.