for sensitive data, would it be better to have a somewhat long, but memorable password (and hence not totally random) or use a program like keepass to make a super long, random password with the highest possible entropy, and then just write down the password on a piece of paper kept in ones pocket.

If that bang on the door comes, then swallow the paper. Which is a better security practice? I'm not in any way a criminal, i just am curious about topics concerning security. Thanks.