Not Game final words, but one of my favorite final words were spoken by Liu from Front Mission 3. Basically, in one of two alternative campaigns, that guy will be your ally and friend, but in another he will keep hunting you down for almost the whole game. His target is main hero's genetically engineered sister. So, at his final moments, when Liu basically lost everything, his allies, his master, he by the last thread of his life tries to reach and kill your sister. Once he realizes that he failed he takes his sunglasses off and says "fools, all of you" and dies. Now, maybe that scene is not so strong on its own, but knowing just what good of a person he is, by playing alternative campaign, makes it so much emotionally stronger.