I've said this exact phrase a number of times but now that i think about it i'm sure i'm not the first to say such a phrase, so is there a similiar quote.

"I have never found a companion that was so companionable as solitude. We are for the most part more lonely when we go abroad among men than when we stay in our chambers. A man thinking or working is always alone, let him be where he will."
-Henry David Thoreau, Walden

Searching the Internet using Google for the exact phrase sane in an insane world resulted in only 5 hits.

I'm not insane, I'm going sane in an insane world!
-Jill Morrisson
http://www.createsomething.net/quotes/insanity.html

"I'm not going insane. I'm going sane in an insane world." ~ Ozzy Osborne
http://www.geocities.com/rjcody1/seaquest/Crew/piccolo.html

"I'm not going insane, I'm going sane in an insane world."
--The Tick
http://www.geocities.com/nccotaku/members_Matt.html
http://groups.yahoo.com/group/ncemsf-l/message/2051
http://www.weirdness.org/dawnd/Dawn/Squirrel%20Backup%201/Eudora%20Folder/Miscellaneous/Poly/Thida.txt

To be sane in an insane world is itself a form of insanity.
http://forumhub.com/expr/1837.03.09.11.html

"I am sane in an insane world and you are living proof"
~ ? ~
http://members.aol.com/anarchy647/quotes.html

None of these sources convinced me, I think I'd stick to the thought that the quotation author is unknown.

For what will it profit a man if he gains the whole world and forfeits his soul? Or what will a man give in exchange for his soul? - The Bible, Matthew 16:26 :: NASB

'A sane man is insane in an insane world'
-Spock (of the Starship Enterprise)
http://www.xlubi.com/wisdom.html

"insane in an insane world" got more Google hits