“It’s always better to sacrifice your opponent’s pieces/men” is a chess adage that is usually credited to the chess grandmaster and journalist Savielly Tartakower (1887-1956). The saying means that a chess sacrifice might work or might not, but it’s usually better to have the most pieces on the board.
 
“He has not learned yet to sacrifice his opponents’ pieces instead of his own” was cited in print in 1927 (referring to a London tournament of 1922).
 
 
Wikipedia: Savielly Tartakower
Ksawery Tartakower (also known as Saviely or Savielly Tartakower in English, less often Xavier Tartacover or Xavier Tartakover; 1887–1956) was a leading Polish and French chess Grandmaster. He was also a leading chess journalist of the 1920s and 30s. Tartakower is best remembered for his sharp wit and countless aphorisms which kept his audience bent over with laughter. His books remain very popular even today at all levels.
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Quotations
“It’s always better to sacrifice your opponent’s men.”
 
16 February 1927, New York (NY) Times, “Capablanca Ranks Three More Rivals” by J. R. Capablanca, Sports, pg. 19:
In London, in 1922 (where from the beginning he was a contender for chief honors), while talking about one of the weaker participants, he made the following typical remark: “He has not learned yet to sacrifice his opponents’ pieces instead of his own.”
   
Google Books
The Illustrated London News
Volume 238, Issue 2
1961
Pg. 644:
... point to the remark, made with perfectly serious mien, with which dear old Tartakower used to sober youthful analysts revelling in all sorts of wild and showy offers: “It’s really far better to sacrifice your opponent’s pieces!”
 
31 January 1971, New York (NY) Times, “Chess” by Al Horowitz, pg. D38:
The old saw “Always sacrifice your opponent’s pieces” is certainly excellent advice.
 
25 November 1975, New York (NY) Times, “Chess” by Robert Byrne, pg. 94:
Savielly Tartakower, the Franco-Polish grandmaster and wit, once remarked, “It is always better to sacrifice your opponent’s men.”
 
30 December 2000, Washington (DC) Times, “Anand hurls shutout in FIDE final”:
In Tehran, Anand religiously followed Tartakover’s dictum that “it is always better to sacrifice your opponent’s pieces.”