"To avoid losing a piece, many a person has lost the game."
There is, of course, a very famous saying from Rueben Fine:
"I'd rather have a pawn than a finger."
It's often quoted during analysis.
One of my favorite sayings, though, came as a response to this.
About 40 players were watching an online broadcast of a major match.
One of the players was a pawn down, and there was some argument as to how much compensation the other had.
One of the masters present quoted Fine, "As Reuben Fine said, "I'd rather have a pawn than a finger."