I use that as well, but I have often wondered about how secure it actually is. I mean all it takes is cracking one password and then boom, there are all you super secure passwords to all your super secure government documents..
I think it is more secure than using weak and the same passwords all over on the web. The problem is that you can't do anything if the forum you are using is insecure, because the admin is a moron. But you can protect the password that you use for your keepass database.
I can not keep so many passwords in my head that I will take a different one for each website, which means without keepass one hacked website would be enough to get my credentials for other sites too.
If someone managed to get and crack your keepass database, he might as well have installed a keylogger or have stolen other stuff from your computer. You will be fucked up either way - no matter if you use keepass or not.
But I doubt that cracking the keepass database is possible in a realistic amount of time if your password is a secure one and is only in your head.
The alternative to not using keepass and having save passwords all over in the web would be writing down all of them on paper. In that case someone only needs to get that paper. So I rather have one long password in my head. You won't get it, even if you cut my head off.