I do. Mostly cuase the last four digits are used for everything (at my old job, it was my log in password plus another number and the lazy bastards didnt even bother to scramble it), but also cause I've filled it out so many times as of late for insurance forms and such.
really its not a hard number to remember, since its only 9 digits.
Now if you asked me what my credit card number was, I wouldnt have the foggiest, and i still second guess if my PIN is right when i put it in (usually cause i confuse it with another numbber thats really close).
EDIT:
I do laugh though, whens omeone says they write it down, or keep the card on them. I keep my card 9as well as my other personal information identity theives would love to get their hands on) in three seperate places, each safe and secure (just cause to get them would be ridiculously hard and pointless). I actually met someoen who was so dumb as to say that they had their SSN, PIN number, and all their credit card details on a word doc on their comp, and thought it was safe cause it iwas in a zipped and password protected file on their comp. On their desktop. And then showed me, cause I doubted someone could be so unbelievably stupid. I pity the poor girl, I honestly do.