This quote has appeared in many things. Def Leppard says it in the beginning of Rock of Ages and The Bad Gut from the Highlander says it as well. Kurt Cobain made it famous when it was found written in his suicide note. He paraphrased the line "It's better to burn out 'cause rust never sleeps" from the song "hey hey my my" by Neil Young. He may be the first one to make it public.
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You may not be thinking of this poem, but it may be the inspiration for some statements with similar sentiment:
My candle burns at both ends
It will not last the night;
But ah, my foes, and oh, my friends -
It gives a lovely light.Edna St. Vincent Millay, "A Few Figs from Thistles", 1920
US poet (1892 - 1950)
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