In the United States, you keep switching off between single and double quotes. So it would look like this:

"Sally remarked, 'Ginny, if you say "hell" again, I'll wash your mouth with soap.' "

Here, the word "hell" is in double quotes.

Other countries (like Germany, I believe) have a different approach, which is to move from single to double to triple quotes, like so:

'Sally remarked, "Ginny, if you say '''hell''' again, I'll wash your mouth with soap." '

I've always hated this phrase as well. To me, the phrase "same difference" implies a comparison between TWO sets.

For example:

"Which was harder, Johnny? The transition from high school to college or college to grad school?"

"Oh, same difference."

Yes, I think "Gregg's and my" is preferable.