"Self government is preferable to good government."
Author unknown; variously reported as an old maxim or slogan, as reported in East Africa and Rhodesia (1960), p. 1087, and Douglas Jay, Socialism in the New Society (1962), p. 104; and attributed to authors such as Campbell Bannerman, reported in William White, Notes and Queries (1942), p. 138; Alfred Milner, reported in Vernon McKenzie, Here Lies Goebbels! (1940), p. 184.
Attributed to Campbell-Bannerman in LIFE magazine, 18 Aug 1947 
Appears in 1905 in William Jennings Bryan: The Commoner Condensed, volume 2, p 396  attributed to "a clergyman"
and possibly in
https://archive.org/details/cu31924021688696 James William Norton-Kyshe: The dictionary of legal quotations - Internet Archive
Appears unattributed in The Public magazine, Volume 3, 1900 "self+government+is+better+than+good+government"
Appears unattributed in Christian Work: Illustrated Family Newspaper, Volume 70, 1901 "better+than+good+government"
Alternative form: "Self government is better than good government."
Christian Work: Illustrated Family Newspaper, Volume 70, Page 168, 1901: The answer is that liberty is a good, in itself; that self-government is better than good government ; and that self-government is the school in which nations, as well as men, learn self-restraint and wisdom."
The Speaker: The Liberal Review, Page 587, 1901: self-government is better than good government
East & West, A Monthly Review, 1910: "Sir Henry Campbell-Bannerman is said to have expressed this idea in his dictum that self-government is better than good government."
UK Parliament, 1910: "which the late Sir Henry Campbell-Bannerman used to be very fond, that self-government was always better than good government"
Australian Parliament, 1910: "Dr. N. M. O'Donnell said last night in Melbourne that “ self-government, however had, was better even than good government by a stranger.”"
"There is one thing better than good government, and that is self-government." Attributed to Edwin Burritt Smith in Augustus Hopkins Strong: "Systematic Theology" Vol 3, Pg 898.
National Review, 1858: "For an Anglo-Saxon population such a scheme would not perhaps be successful, however good the government resulting from it ; for that race seems to affect self-government even more than good government."
"Self-government" and "good government" were being contrasted in the early 1800s, or even before.
Quarterly Christian Spectator, 1824: "your public-spirited advocates of good government, I do find sneering upon the self-government of the Christian"
UK Parliament, 10 April 1837: "Certainly the people had a right to good government... but it was assumed in the argument that good Government and self-government were identical; whereas it was precisely because, under existing circumstances, in Ireland self-government would not be good government that he was desirous to withhold it."