Annealing the brass properly is the key to making the brass malleable enough to be bent easily.
I usually anneal the whole length of a brass rod using a blowtorch and heating to dull red and allowing to cool naturally.
I also always suspend rod vertically while doing this so that it doesn't bend as it would do if done horizontally.
Repeatedly bending the annealed rod will 'work harden' it a little each time but you can always re-anneal the rod again and continue.
Bending jigs also make the process easier too.
I also heard that you can practice complicated bends using an unpainted wire coat hanger to work out where the bends should be made without the risk of wasting precious brass. I've not tried that but it seems to make some sense.
I hope that's helpful.