To be brief, here are some strategies to help you memorize.
First off, take everything in groups of four. Three, if you must. Anything higher is difficult, and anything lower is way too slow to make any real progress. I suppose some people might like taking pi in groups of five, but I find that troublesome. However many digits you take at a time, keep that number constant! Otherwise, you will regret it.
Secondly, look for patterns. This helps some people tremendously; others, not so much. If finding a 3-2-3 or a 9-3-7-5 helps you like it helps me, then memorizing pi will be much less of a chore.
Thirdly, reserve a block of time during your evenings or weekends for memorization. If you're good, you can take twenty digits in as many minutes, or less. You can make an inordinate amount of progress in one short hour.
Fourthly (is that even a word?), even if you don't have time to add new digits, because that does take work, every once in a while you should recite all you have taught yourself. It truly helps you become comfortable with it (see the next pointer) and refreshes your memory, which is important.
Lastly, and most importantly, always make sure you are comfortable with what you have before moving on. Believe me, there is nothing worse than speeding through twelve or so digits and slopping them up later on. You defintely do not want to have to retrace your steps. At first, you should recite everything from 3.1415 several times until you can do it at a steady pace, and later on you should take the twenty most recent digits or so, to make sure you have everything down pat. No matter how many digits are packed between your ears, you should periodically recite from the top to refresh your memory.
Don't limit your strategies to what I have written. Everybody's mind works differently. For example, for a group of four, I will often "sing" the digits. I assign all the digits zero through nine a note in a scale, and hum the tune that the four digits will make. This helps when all my other strategies fail me. I am musical; can your interests and thought processes give you your own unique strategy? I recommend experimenting and discovering what works best.
All that should get you started. Now, proceed to memorize!