Okay thank you guys. Now about where I will keep it, I'm thinking on a strongly password-protected rar. They can't open these things. Of course I'm not gonna name it "HEY HERE IS MY PRIVATE KEY BUT YOU CANT TAKE IT BECAUSE ITS LOCKED.rar", something that doesn't pay attention.
it also depends on what kind of application you are going to use to compress the file too. there are a lot of compressing programs out there and not all are good. look for an open source project that is popular and has been reviewed so that it doesn't have any kind of unknown bugs in it. also try to test whatever you create in the end to make sure if you can also decrypt it.
P.S. i'll still suggest a physical backup such as a paper wallet though.