It's a hell of a lot easier to do if you don't make it about straight random memorization though.
I have a little memory association I do with every site I need an account/pass for, based on various characters out of books I've read.
Every site has a character I've associated with it, to make it easier to remember, and I have a simple (to me) algorithm I use to generate the password that includes various capitalization and special characters.
Sure, it might take a bit of work early on to remember stuff, but if you learn how to memorize things effectively, it makes it much easier.
Mind you, I also know all my CC numbers, passport number, drivers license, etc., as well, so maybe I'm just weird.