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This is a matter of opinion, it is done, but not by most. In my opinion, I recommend against it. First for all the reasons @SteveJessop has outlined; but just as important, I don't do it because t...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/41016 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/41016 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
This is a matter of opinion, it is done, but not by most. In my opinion, I recommend against it. First for all the reasons @SteveJessop has outlined; but just as important, I don't do it because to me it seems pretentious, as if comparing your writing to theirs, and it seems like trying to borrow the fame of other great writers to make your own look better. The only exception would be something like a quote from a source you invented; a fictional philosopher, politician, religious icon, or military generals or whatever in your own invented world. Then you own the copyright on it. I always stick to my own writing, I don't try to borrow anybody else's to make mine seem better, my characters never quote anybody I did not also invent in their world.