1. I didn't say he stole the money. Someone ELSE said it.
2. I DIDN'T say he stole the money. THAT'S not true at all.
3. I didn't SAY he stole the money. I only SUGGESTED the POSSIBILITY.
4. I didn't say HE stole the money. I think some ELSE took it.
5. I didn't say he STOLE the money. Maybe he just BORROWED it.
6. I didn't say he stole THE money, but rather some OTHER money.
7. I didn't say HE stole the MONEY. He may have taken some JEWERLRY.