Every rose has its thorn.
Example is better than precept.
Experience is the best teacher.
Faint heart never won fair lady.
Familiarity breeds contempt.
Finders keepers(, losers weepers).
First impressions are the most lasting.
Forbidden fruit is sweetest.
Give a thief enough rope and he'll hang himself.
Give him an inch and he'll take a mile [yard].
God [Heaven] helps those who help themselves.
Grasp all, lose all.