From this page on WikiPedia loosely categorized by me:

Toughest

• “No! I didn’t come here to make a speech. I came here to die.”
  Who: Crawford Goldsby, aka Cherokee Bill, when asked if he had anything to say before he was hanged.
• “Hey, fellas! How about this for a headline for tomorrow’s paper? ‘French Fries’!”
  Who: James French (No relation to your humble blogger).
  Notes: French, a convicted murderer, was sentenced to the electric chair. He shouted these words to members of the press who were to witness his execution.

Ironic

• “That’s very obvious..”
  Who: John F. Kennedy, responding to Mrs. Connolly’s comment, “Mr. President, you can’t say that Dallas doesn’t love you.”
• “I think I’m going to make it!”
  Who: Richard Loeb, half of the famous murderers Leopold and Loeb; said after being slashed ninety times with a razor by a fellow inmate

Funniest

• “Why yes, A bulletproof vest”
  Who: Domonic Willard
  Notes: Willard was a small time foot soldier during the Prohibition just before his death by firing squad, he was asked if he had any last requests.
• “Don’t let it end like this. Tell them I said something.”
  Who: Francisco (“Pancho”) Villa
• “Now, now, my good man, this is no time for making enemies.”
  Who: Voltaire (attributed), when asked by a priest to renounce Satan

Deadpan

• “Already?”
  Who: Hangquin Zhou
• “It’s stopped.”
  Who: Joseph Henry Green, upon checking his own pulse.

Succinct & True

• “To my friends: My work is done. Why wait?”
  Who: George Eastman, Inventor (in his suicide note)

Odd and Worth Mentioning

• “I see black light.”
  Who: Victor Hugo