Sadly he never actually said this, but he SHOULD have said it. The actual speech (the first annual address to Congress) goes:

Among the many interesting objects which will engage your attention that of providing for the common defense will merit particular regard. To be prepared for war is one of the most effectual means of preserving peace.

A free people ought not only to be armed, but disciplined; to which end a uniform and well-digested plan is requisite; and their safety and interest require that they should promote such manufactories as tend to render them independent of others for essential, particularly military, supplies.