Did he say that line before or after M told him Vesper's motive? I can't remember. If it was before then it does seem slightly inappropriate considering how deeply he felt for her. If it was after then it doesn't make any sense at all. Anyway, here are my favourite quotes:
James Bond: I've got a little itch, down there. Do you mind?
James Bond: Why do people who can't take advice always insist on giving it?
Mr. White: Hello?
James Bond: Mr. White? We need to talk.
Mr. White: Who is this?
James Bond: The name's Bond. James Bond.
Vesper Lynd: Am I going to have a problem with you, Mr. Bond?
James Bond: No, don't worry, you're not my type.
Vesper Lynd: Smart?
James Bond: Single.
Gettler: I'll kill her!
James Bond: Allow me.
Le Chiffre: Wow. You've taken good care of your body. Such... a waste.
M: You don't trust anyone, do you?
James Bond: No.
M: Then you've learned your lesson.
James Bond: Now the whole world will know that you died scratching my balls!
M: Who the hell do they think they are? I report to the Prime Minister and even he's smart enough not to ask me what we do. Have you ever seen such a bunch of self-righteous, ass-covering prigs? They don't care what we do; they care what we get photographed doing. And how the hell could Bond be so stupid? I give him double-O status and he celebrates by shooting up an embassy. Is the man deranged? And where the hell is he? In the old days if an agent did something that embarrassing he'd have the good sense to defect. Christ, I miss the Cold War.
Dryden: Your file shows no kills, but to become a double-0, it takes...
James Bond: Two.
Dryden: How did he die?
James Bond: Your contact? Not well.
Dryden: Made you feel it, did he? Well, you needn't worry. The second is...
James Bond: [Bond shoots Dryden] Yes... considerably.
James Bond: Very sorry. That last hand... nearly killed me.
James Bond: I always thought M was a randomly assigned letter, I had no idea it stood for...
M: Utter one more syllable and I'll have you killed.
Vesper Lynd: You're not going to let me in there. You've got your armour back on. That's that.
James Bond: I have no armour left. You've stripped it from me. Whatever is left of me - whatever is left of me - whatever I am - I'm yours.
James Bond: Vesper? I do hope you gave your parents hell for that.
Steven Obanno: Do you believe in God, Mr. Le Chiffre?
Le Chiffre: No. I believe in a reasonable rate of return.
James Bond: Vodka-martini.
Bartender: Shaken or stirred?
James Bond: Do I look like I give a damn?