When not use quotation marks?

Compare (1) He said "I like fish" (2) He said that he liked fish.(3) He said "I would like to go there" (4) He said that he would like to go there.(5) He said " I will go there" (6) He said that he would go there.(7) He said "I shall go there" (8) He said that he would certainly go there.

In all these cases, the Word "that" could be omitted (and frequently is omitted).