Let's see, off the top of my head - from St. Elmo's Fire I think the following line is great when Andrew says, "You know Jules, there is the brink of insanity and then there is the abyss, which obviously you have fallen into!"
...and, of course...
"I believed in you. I just didn't believe in me." from Pretty in Pink
I know that you only asked for one favorite line, but Andrew has had many great lines over the years. Most recently I liked a lot of the lines Andrew had as Vincent Adler on White Collar - for instance, "Often the things we try to hide are most obvious to the people around us."
Goodness.... so many.
Guess the movie....
"Reality is very disappointing"
"Why am I such a turd?"
"No, you shoot me and mount my head on the wall next to the moose. You could stretch the panties between my ears. Come on, you'd love that."
"If I was in a Turkish prison, I'd have a great time with you."
"Never trust a woman who says she isn't angry."
Wow...some fun, great quotes. I know some of the movies that StarWhispering quoted. Need some help/confirmation. My fav, from Andrew's Joe Bennett days: "Good, fast, cheap. You can't have all three". And, of course, "What's the meaning of life?"