Rickey Henderson
"'Everybody was asking me for the ball. I said, "You're not getting this ball." I always wanted to get a foul ball. This one's going on a shelf at home.'"
Remember, this guy actually stole bases, got on base, and amongst other things, caught foul balls for a living...He's simply one of the most fascinating (is that the right word?) people to ever put on a baseball uniform.