Quote: Hey Joe , where you goin' with that gun in yo hand ?
James Marshall Hendrix .
Well now Wade, while Jimi Hendrix definitely did the best known cover of "Hey Joe", it was written by one Billy Roberts and performed by various bands around SoCal before Hendrix made it famous.
Jus' a little trivia
The original lyrics:
Hey Joe, where you goin' with that money in your hand? Hey Joe, where you goin' with that money in your hand? Chasin' my woman, she run off with another man.
Goin' downtown, buy me a Forty Four. Goin' downtown, buy me a Forty Four. When I get through that woman won't run no more.
Hey Joe, what you gonna do? Hey Joe, what you gonna do? Take my pistol, and kill her before I'm through
Hey Joe, I heard you shot your woman dead. Hey Joe, I heard you shot your woman dead. Yes I did, got both of them lying in that bed.
Hey Joe, where do you think you'll go? Hey Joe, do you think you'll go? Leaving here think I'll go to Mexico.
Yes I'm going, going where a man can be free. Yes I'm going, going where a man can be free. 'Cause there ain't no hangman puttin' no noose on me.
So, your kinda right, that particular wording does belong to Jimi