I always confused two sequences of letters until I came up with mnemonics.
With zeta, eta, theta it is easy to flip them around. I remember it by thinking of how the "word" made by the sound of each letter, Z-E-TH, is sorta like the word "zeta" itself.
With phi, chi, psi, I have another mnemonic. F-K-PS, with a few vowels thrown in, sounds a lot like "f*ckups".
I, Lex Llama, super genius, will one day rule this planet! And then you'll rue the day you messed with me, you damned dirty apes!