Do what you feel in your heart to be right — for you'll be criticized anyway. You'll be "damned if you do, and damned if you don't."
Source, in full
As quoted in How to Stop Worrying and Start Living (1944; 1948) by Dale Carnegie; though Roosevelt has sometimes been credited with the originating the expression, "Damned if you do and damned if you don't" is set in quote marks, indicating she herself was quoting a common expression in saying this. Actually, this saying was coined in 1836 by evangelist Lorenzo Dow.