Of two evils, the lesser is always to be chosen.
William Symington, Speech of the Rev. Dr. Symington at the great meeting, for protesting against the desecration of the Sabbath by the running of trains on the Edinburgh and Glasgow railway on the Lord's day, held in the City Hall, Glasgow, February 26, 1842:
...instead of being fixed by their favourite poster, 'of two evils choose the least,' I say,... when you give me the choice of two moral evils, I can choose neither of them. If I have the choice of two physical evils, I will choose the least. If I am asked whether I would choose to lose a toe or a leg, I would choose to part with a toe; but if I am asked whether I would desecrate the Sabbath by steam or by horse power, I say I would do neither. There is a dangerous and deadly fallacy lurking beneath this common maxim, against which I would warn all; for of two moral evils we must choose neither -- we are not at liberty to do evil that good may come.
Charles Spurgeon, The Salt-Cellars: Being a Collection of Proverbs, Together with Homely Notes Thereon (1889), p. 297:
John Ploughman says, Of two evils choose neither. Don't choose the least, but let all evils alone.