Except they won't let you.
A few months ago I went to set up an account with some site or other and was asked for a reminder so I chose "What is your favourite color?" and attempted to answer with something which, while not impossible to guess, wouldn't be quite as easy as a standard one* -- but I couldn't use "Bible Black" because it had a space in it! Yes, I know I could have taken the space out and used it anyway, but that's not the point -- they were effectively trying to push users to use red|green|blue|black|white|grey rather than a passphrase.
Then there's the second problem -- if I forgot my password how in teapot's name am I supposed to remember a "clever" answer to a security question?
It's hard to implement a consistent and secure password system when every damn site has different password dos and don'ts from "must use mixed case" to "only use letters".
Please, please, please web-app-designers of the world, for the love of the unicorn, just allow complex passwords and my own choice of security question[s] for every site!
*the site wasn't that important, really, but I wanted to try to be a little more secure than default.