I recommend using KeePass on Windows and KeePassX on Linux. I carry my passwords around on a USB stick. I use a password I can remember to access the password database. That wouldn't be too hard to crack, but first the cracker would need to steal the physical stick. KeePass generates nice long unmemorable strings of random characters, so attack without stealing the stick is tough.

One word of warning: one oafishly implemented site I registered with silently truncated the 20 character password I pasted from KeePass to 12 characters.