I do send my ICO token to my trading platform ethereum wallet. I do think this the best thing to do as it makes it easier for me to follow my token earning. Poloniex account is one of the safest account you can have as most of the coins that are at the ICO level will definitely going to be trade at poloniex.
Well Polo is not the safest place if you are planning to hodl them for log. Don't forget Mtgox