use a really complicated pass-phrase you also have to write down
Brainwallets are generally a bad idea because the passphrases that normal people can remember are not strong enough to withstand a brute-force attack. If the passphrase is complex enough you have to write it down, and you might as well have written down the private key in the first place.
Yeah but rahl was already talking about writing down stuff. I guess we have a hybrid paper/brain wallet, in which you write down a really long and/or complex piece of text unable to be reliably memorized and impossible to brute force.