The first principle is that you must not fool yourself — and you are the easiest person to fool.
— Richard Feynman, Cargo Cult Science (1974)
Source: http://calteches.library.caltech.edu/51/2/CargoCult.htm
Adapted from a 1974 Caltech commencement address; also in Surely You're Joking, Mr. Feynman!, p. 343.