Hell hath no fury...
The saying hell hath no fury like a woman scorned is usually attributed to William Congreve, but it first appears (in a slightly different form) in Medea by Euripides:
[I]n other circumstances a woman is full of fear and shuns to confront force and iron; but when she has been wronged in a matter of sex, there is no other heart more bloodthirsty (1.263).
As you can see, it expresses the sentiment nicely. The more famous line, and the one that's misquoted as our actual phrase in question, comes from The Mourning Bride (1697), a play by William Congreve:
Heaven has no rage like love to hatred turned/Nor hell a fury like a woman scorned (3.8)
It’s meant to be a warning. Treat a woman badly and you’ll regret it, because her fury is pretty much the worst thing you can imagine. Scorned in this case means rebuffed or some other ill-treatment in matters of the heart.
Anyanka was a vengeance demon, and business was always good. Hell hath no fury like a woman scorned, as they say, and it was true.
Xander looked queasy as Anya recited a list of past wishes. “Okay, I get it,” he said. “Hell hath no fury and whatever.”
The saying is so ingrained in popular culture that it’s not even necessary to repeat the entire thing for the reader to understand the meaning, as seen in the second example.
Revenge is sweet/a dish best served cold
The origins of the phrase revenge is sweet are a little harder to pin down. The earliest example of the sentiment can be found in Homer’s Iliad:
[A]nger … that far sweeter than trickling honey wells up like smoke in the breasts of men (XVIII.109).
Wait a minute! That clearly says anger, not revenge. You have to look at the quote in context to understand how it relates: Achilles is furious with Hector for killing Patroclus, and he’s imagining what he’ll do to Hector in retaliation. In other words, he’s contemplating his revenge and the idea is sweet.
There are examples of the phrase appearing in its more recognizable form going back as far as 1566, in William Painter’s Palace of Pleasure.
Vengeance is sweete unto him, which in place of killing his enemy, glueth life to a perfect friende (300).
Let's translate, shall we? Painter is essentially saying that the best revenge isn't to kill your enemy, but to preserve your friend's life instead. In other words, you won't really get anywhere by actually seeking revenge on the one who wronged you. Turn the other cheek and all that.
It can also be found more directly in Ben Jonson's Silent Woman (1609):
O Revenge, how sweet art thou! (4.5)
It’s a phrase that appears again and again in popular works of literature, and we’ve all heard it before. So what about the less common revenge is a dish best served cold? If you’ve seen The Wrath of Khan, you might think it’s a Klingon proverb, as Khan claims it to be. Those Klingons must get around because it’s a saying that’s been used right here on Earth for a few hundred years.
I found one source that attributed it to the Roman poet Juvenal, who gave us the oft-quoted bread and circuses, but I haven’t been able to confirm that anywhere else. It seems that the earliest confirmed appearance is in the 1841 French novel Mathilde by Marie Joseph Eugène Sue, where a character is quoting a common phrase used by country people. In other words, the phrase had been in use for a while, and was common enough for this character to repeat as a proverb.
Let’s look at how the Winchester boys might use these famous sayings:
“Man, revenge is sweet!” Dean said as he skewered another demon with the knife. “I could kill these black-eyed freaks all day.”
“Look, Dean, I want to go after Dick as bad as you, but we need to be careful. We should make a plan,” Sam said.
Dean brooded on it, but finally he gave a reluctant nod. “I guess. They say revenge is a dish best served cold anyway.”
As always, be careful when using oft-quoted phrases in your writing. You don’t want to look like you’re relying on clichés! But when used well, a recognizable phrase can impart the exact sentiment you’re looking for quickly and clearly.
Answers.com referencing the Oxford Dictionary of Proverbs
Wikipedia: William Congreve