Actually, that's not true ─ at least, the part about them not having any brain. As the matter of fact, they have very large brains in relation to their body mass. Quoting Wikipedia...:
Originally posted by Border Dog
Nervous system and behavior
Cephalopods are widely regarded as the most intelligent of the invertebrates, and have well developed senses and large brains (larger than those of gastropods). The nervous system of cephalopods is the most complex of the invertebrates and their brain-to-body-mass ratio falls between that of endothermic and ectothermic vertebrates. Captive cephalopods have also been known to climb out of their aquaria, maneuver a distance of the lab floor, enter another aquarium to feed on the crabs, and return to their own aquarium.
The brain is protected in a cartilaginous cranium. The giant nerve fibers of the cephalopod mantle have been widely used for many years as experimental material in neurophysiology; their large diameter (due to lack of myelination) makes them relatively easy to study compared with other animals.
Many cephalopods are social creatures; when isolated from their own kind, some species have been observed shoaling with fish.
Some cephalopods are able to fly through the air for distances of up to 50 m. While cephalopods are not particularly aerodynamic, they achieve these impressive ranges by jet-propulsion; water continues to be expelled from the funnel while the organism is in the air. The animals spread their fins and tentacles to form wings and actively control lift force with body posture. One species, Todarodes pacificus, has been observed spreading tentacles in a flat fan shape with a mucus film between the individual tentacles while another, Sepioteuthis sepioidea, has been observed putting the tentacles in a circular arrangement.