If I'm gonna be a champion, I want to win as a champion. I'm staying in to the end.
Source, in full
On his decision to override manager Joe Cronin's decision to sit him on Sunday, September 28, 1941, the final day of the season, in order to protect Williams' .400 average; as quoted in "Ted Williams Discusses Hitting and Ted Williams" by Arthur Daley, in The New York Times (August 18, 1947)