Not quite true. I remember the government websites here use pure
numerics, which is freaking easy to hack.
Take the latest tax filing. 8 numbers. How long does it take to
crack 8 numbers? 
Some systems require alphanumeric and with at least 8 letters. Most
forums will make this mandatory and have scripts to check. If it
doesn't match, back to registration page you go. Some websites say
say only, but don't check, Hotmail, Myspace, Friendster are one of
those.
Coming back to your question, it shouldn't be hard to remember
passwords if you created them yourself. I usually create it based
on some sentences and take a few letters here and there to make the
password and add some numbers. If you want to make it harder to
crack, write in 1337. Most sites allow symbols in your password
nowadays.
For example this sentence: IRAS is too easy to crack, 8 numbers is
all you need.
My password will be IRASitetc8noiaun2007 
Complicated enough, easy to remember. 
That's how I remember them. Then I will write it down on a piece of
paper and burn off my previous piece of paper which contains my
current password.
