He discusses the 'loci system', 'memory palaces', and 'peg system':
I haven't tried them out myself yet.
I know the Major Method but only used it once or twice. The encoding step is by far the largest bottleneck; I intend to write an application to assist learning the MM, but I'm occupied with another related application atm :-)
Here's a very simple method I use to make sure I leave the house with everything I need: I have a special number (say, 4), and when I go out my belongings need to add up to that. That would be keys, wallet, camera, phone. If I have other things I adjust my number accordingly. Maybe it's overly simple, but I'm pretty sure some people forget their phones once in a while.
(it works quite good, but only on short numbers up to 3 digits, so you have to split longer numbers 'manually', which isn't so bad IMO). It's also available as a FF extension (didn't test it myself).