I found this win32 app very useful.
Even if you use an offline web page like bitaddress (bitaddress.org) to calculate the corresponding bitcoin address of your made up private key, that only you will know (your brainwallet). It is much safer to use the software described below to input your private key of choice.
Anti Keylogger Virtual Keyboard works like other virtual keyboards but the difference is that this Virtual Keyboard protects agaist hardware and software keyloggers. If you use the windows or other virtual keyboards you are not safe.
Read more: Anti Keylogger Virtual Keyboard - Free download and software reviews - CNET Download.com
http://download.cnet.com/Anti-Keylogger-Virtual-Keyboard/3000-2144_4-75157374.html#ixzz2au2VIeq1Anything typed using this windows software shows as a string of unreadable characters: ***********... ... on all sorts of keyloggers.
It is not really true that it is easy to create a new bitcoin address because in a sense all bitcoin addresses already exist and you are not going to create them.
What you (or the computer/software does) is calculate the corresponding bitcoin address for a random or non-random private key.
Note that the computer can calculate in a few seconds the bitcoin address for the corresponding private key in a key pair. But the reverse is mathematically unfeasible and would have to be done by trial and error instead of using calculations that can take less than a second, and would then take millions if not billions of years to find out. Even if we were using the top 500 supercomputers..
Next time you fly to a fiscal paradise don't even use a usb pendrive. Just create a deterministic set of brainwallets, calculate its bitcoin addresses using the offline method described above, top them up randomly in discrete amounts in a range that makes them easy to dispose and let go of, and you are ready to go.
Also may be a good idea to use a portable TOR browser using ironkey USB (from imation) as it allows you to run the browser in a sandbox environment and avoid any leaks.