I generate random printable ASCII characters with a Perl program and then tweak the script if there's extra rules to help me generate a more "secure" password. I can keep the password on a post-it note and then destroy it after one or two days; my fingers will have memorized it, and my password will be completely unguessable.
This is for my primary login password, something I use every day, and in fact many times a day as I sit down and unlock my screen. This makes it easy to memorize fast. Obviously passwords for other situations have to use a different mechanism.