From a strictly legal point of view: Paper, ink, and a safe. These are kept on your person and/or in your house and require a court order to access against your will. Expanding a bit, there is nothing that stops you from using local encryption to write to archival media. The problem with anything short of paper in a climate controlled system (and even with...) will degrade over time. Humanity has centuries of experience preserving and restoring ink on paper. We have quite a bit less experience salvaging anything else.