I have the mycelium wallet and I made a backup with the 12 password on the option available.
When I reach a certain amount in bitcoin, I want to transfer some money in a cold storage wallet. What is my best and secure option available on the market ?
if you don't want to spend it for a long time then use "paper wallet", you generate a private key and print it on a piece of paper all on an offline computer then you can transfer your coins there and spend it after a couple of years.
i say long term because spending from paper wallet is not easy and you have to create a new one after you spend the first to transfer the remainder to the new one so it would be time consuming.
also if you have a large amount of bitcoin you can buy a hardware wallet like Trezor.
also if you don't want the two options above and have access to an offline PC you can install a bitcoin wallet (i suggest Electrum) and then use it as your cold storage.
* all the things i said above have official websites and tutorial on how to do it properly.