The Udyoga Parva is the 5th chapter of the Mahabharatha. The Vidura Neeti is contained in it.
You can download and read the entire discourse given by Mahatma Vidura from here.
This PDF contains the Sanskrit verses and also their English translations provided by Kisari Mohan Ganguli. The dialogues are between Dhritarashtra and Vidura.
To be precise the Vidura Neeti is Mahabharatha, Udyoga Parva, Chapter 33 to Chapter 41.
I'm unable to copy-paste from this PDF. Otherwise I would have given the first and the last verses in Devanagari. Hence, I'm giving only their English translations.
This in short a Dharma Shastra in itself. It talks about almost every aspects that are covered in our Smritis.
First verse (words of Vidura):
05,033.013 vidura uvāca
05,033.013a abhiyuktaṃ balavatā durbalaṃ hīnasādhanam
05,033.013c hṛtasvaṃ kāminaṃ coram āviśanti prajāgarāḥ
05,033.014a kaccid etair mahādoṣair na spṛṣṭo 'si narādhipa
05,033.014c kaccin na paravitteṣu gṛdhyan viparitapyase
Vidura said, 'Sleeplessness overtaketh thief, a lustful person, him that hath lost all his wealth, him that hath failed to achieve success, and him also that is weak and hath been attacked by a strong person. I hope, O king, that none of these grave calamities have overtaken thee. I hope, thou dost not grieve, coveting the wealth of others.'
The last verse which was spoken by Vidura is this:
05,041.005 vidura uvāca
05,041.005a śūdrayonāv ahaṃ jāto nāto 'nyad vaktum utsahe
05,041.005c kumārasya tu yā buddhir veda tāṃ śāśvatīm aham
05,041.006a brāhmīṃ hi yonim āpannaḥ suguhyam api yo vadet
05,041.006c na tena garhyo devānāṃ tasmād etad bravīmi te
Vidura said, 'I am born in the Sudra order and, therefore, do not venture to say more than what I have already said. The understanding, however, of that Rishi leading a life of celibacy, is regarded by me to be infinite. He that is a Brahmana by birth, by discoursing on even the profoundest mysteries, never incureth the censure of the gods. It is for this alone that I do not discourse to thee, upon the subject.'
There are many great advices which are contained in this discourse but as per me the following three stand out among them:
O Dhritarashtra, forsake desire. There is none who cannot manage to live by some means or other. Thy paddy, wheat, gold, animals, and women that are on earth all cannot satiate even one person .. Reflecting on this, they that are wise never grieve for want of universal dominion.
He that is without deceitfulness, he that is active, grateful, intelligent, and guileless, even if his treasury be empty, obtaineth friends, counsellors, and servants. Intelligence, tranquillity of mind, self-control, purity, absence of harsh speech and unwillingness to do anything disagreeable to friends,--these seven are regarded as the fuel of prosperity's flame.
(Highest of all teachings) - O sire, I would impart to thee another sacred lesson productive of great fruits, and which is the highest of all teachings, viz., virtue should never be forsaken from desire, fear, or temptation, nay, nor for the sake of life itself. Virtue is everlasting; pleasure and pain are transitory; life is, indeed, everlasting but its particular phases are transitory. Forsaking those which are transitory, betake thyself to that which is everlasting, and let contentment be thine, for contentment is the highest of all acquisitions.