1) Generate a key-pair
2) Put the private key and bitcoin address on paper (keep paper, delete the rest)
3) Mine to the address

Finally monitor your balance: http://blockchain.info/address/

Then you don't need a wallet until you want to spend.

There are several ways to do 1 & 2 in a secure way, here is one:
http://www.youtube.com/watch?v=milxhe-RoCI