I'm quite afraid to lose passwords too, and I want to prevent robbery or a hardware failure (lose of my computer, smartphone, usb key, ...)
What you're demanding is a very difficult problem to solve. The best way to make robbery obsolete is to encrypt the wallet (and device - optional) with a long passphrase (which you don't want to use as you're afraid) and the best way to prevent hardware failure is to have multiple backups (e.g. multiple USB keys).
What's my best option?
I don't think there's a singular best option. A simple example would be: [1]
Open up a safe-deposit box (or make a hidden/'safe' compartment somewhere in your house) and store some USB sticks (or HDDs, whichever you prefer/have) containing encrypted wallets.
I was thinking of a multisig wallet to avoid robbery or to lose access to them in case I'm forgetting a password.
Multisig 2 out of 3: Wouldn't you have to place 'trust' in additional people (2 in this case)?
[1] - This contains some basic, yet useful information about cold storage. Make sure to read it.