Bitcoin Core
Bitcoin Core is the first and original wallet. Using this option means having control over both your public and private keys, which ensures safe storage.
Now it is not recommended by the people due to segregated witness. However, this topic does not need to be here in this section first. This topic will be fit for Bitcoin discussion or Beginners and help section if op is newbie.
I have my bitcoins in Multibit and Coinbase. They is very safe as of now.