You can use a "brain wallet," which can be made by generating an address from a secure passphrase. Write down and store the passphrase someplace (ideally many places) secure. In my opinion, this is the most secure way to control deposits and addresses, as it doesn't even have to rely on (potentially corruptible and/or theft-targeted) computer data storage.
Strictly, all you need is that passphrase to regenerate the public address (key), with the corresponding private key that controls it. (You should never give your private key to anyone). Simply send funds to that generated public address (you don't even have to have a data wallet to do that--as you are actually announcing the deposit to network nodes, who record it into the blockchain). When you get or use a data wallet, you can import the private key to gain control over the funds at the address.
Here's a tool I coded (and announced here) that can help you come up with a great passphrase:http://earthbound.io/tools/passphrase-generator.html
Here are tutorials about importing private keys:https://en.bitcoin.it/wiki/How_to_import_private_keys_v7%2Bhttps://en.bitcoin.it/wiki/How_to_import_private_keys