Private key is an important asset that needs to be keep in a hidden place where nobody will be able to get to or have clue about. I have seen people keeping their private keys buried under their bed. Many might choose to keep in a cd or hard drive but the most important thing is to ensure that it is safe from damage or attack.

If the father of Bitcoin, Satoshi decides to bury his own private key, then that is best know to him. I prefer writing it down and keeping it in a water proof dairy and place it in my inner chamber that no one can thought something is hidden inside.