On bisexuality: It immediately doubles your chances for a date on Saturday night.
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Source, in full
The earliest source located is here, in the sidebar "Quotations According to Woody Allen" which appeared alongside the New York Times article "Everything You Wanted to Know About Woody Allen at 40" by Mel Gussow, 1 December 1975, p. 33. Full text also available in Lakeland Ledger, 25 December 1975 on google news.
Notes from Wikiquote
Unsourced variant: "Bisexuality immediately doubles your chances for a date on Saturday night."