If created properly, brain wallets are much better then trying to memorize your private key. If you are memorizing your private key then you must leave your key in some exposed format while you are trying to memorize it. In order for you to see it while memorizing the key it will need to somehow be out in the open. There is also a good chance that you would forget it after some amount of time after not using it. How many times have you forgotten a password that you used to a certain site and had to reset it? Probably a lot.