There are actually a couple of good options, depending on things like how secure you need to be, whether you feel the need to actually have it all memorized, or are willing to use some kind of reference, and others.
here are my favorite options:
1)use a cheat sheet - this is great if you are worried about security. go "tabula recta" style! you can make your own using any random alphanumeric symbol generator, or go to passwordcard.org for a unique, printable card on the fly. lifehacker has an excellent guide on this system (which i'm seriously considering switching over to) of password management which you can find here - http://lifehacker.com/5715794/how-to-write-down-and-encrypt-your-passwords-with-an-old+school-tabula-recta
2)do what i have been doing for some time now, come up with an easy mental system. the ley here is to only have to remember *one* thing. it is not safe for you to have only one password for every site, and i am a bit uncomfortable storing all my passwords in one place (and don't want to have pull it up and reference, and remember to log out/delete every time i'm on a different computer!), so rather than remember 1 password, or 100 passwords, i remember 1 rule. choose an easy for you to remember "base rule" to define all passwords. here's the example. first i pick a base password, this can be anything; initials, a date, a phrase, a word, whatever i can remember, but ideally with both letters & numbers. so let's say i choose the phrase 'every good boy deserves fudge' that may become "EGBDF" i may then want to change it a bit by substituting some numbers for letters which look similar and it become "3G8DF" Then, i choose the rule for each site; so maybe i'll decide to use the 2nd and 3rd letters of the web address for the sire whose password i'm creating and tack those on to the end of my password. want a little more? do something like adding the last letter at the beginning, so my password for Ebay would be: "y3G8DFba" for Amazon would be: "n3G8DFma" or Yahoo would be: "o3G8DFah" etc.
get the picture? this can be as simple or as complicated as you want. you can use your birthday or anniversary, someone's name, anything you will remember. if you are ambitious you can even try using different schemes based on the URL suffix -- i.e., a different rule for .com, .org, .edu, etc.
there's a fantastic explanation of this system with more details (in case this is confusing to you) @ http://lifehacker.com/184773/geek-to-live--choose-and-remember-great-passwords
hope this helps!