No one actually said "All things in moderation," at least on record. Ralph Waldo Emerson, however, said "moderation in all things," which is essentially an expression of the same sentiment.
Emerson, who is frequently credited as both a philosopher and a poet, is best known for his work "Nature." Emerson was one of America's figures of the transcendentalist movement. Transcendentalism is the idea that people have an innate understanding about the world and themselves. "Moderation in all things," a statement about extremes being mankind's downfall, is a perfect expression of the transcendentalist philosophy. Much of Emerson's other work also reflects the idea of "moderation in all things," which is perhaps why it lives on as one of Emerson's most famous quotes.