Brainwallet is fine if done correctly.  Sadly, virtually all brainwallets are not done correctly.  The crib notes version for correctly generating a brainwallet:

- Pick 12+ random (really, actually, truly) random words from a large list. Diceware will work fine. (Google it if unfamiliar)
- Commit the words to memory, and periodically test yourself
- Generate your wallet/key from an offline copy of a page, that you either trust or have personally verified the code. Or use Electrum, if you trust it and have ensured it is untampered with.

Trezor and Mycelium I use myself.