Writing on a piece of paper is exactly what I do. With one difference, that I find having them in the wallet a really stupid advice. The ones I use the most, I remember, and just in case I have them securely written at home along with lots of other ones, in a place only I know. Why would I carry them around where there's a chance someone can look at them (even when obfuscated) and I won't even know that they have been copied?