Great topic. He has so many to choose from. One of the better one (that is not too vulgar):
"ESPN reporter: There were reports, Mike, that you were out partying in Vegas. Is that, in fact, the case? Tyson: This is not true. This is not true at all. Um, one day, I went out one day - because when somebody trains, you just get crazy and bored - and I went to a strip club because I gave a dancer a lap dance. Reporter: You gave HER a lap dance? Tyson: That's just what I like to do. I do what I want to do."
I especially like the "that's what I like to do."