i use blockchain.info for the long time,when you own a wallet, you can generate as much address as you can and keep the address in your wallet without losing either the address or the private key,so you don't need to worry about change address
sometimes change address feature will make you lost your money when you forget that the address of your wallet was changed
No, that's not right, as long as you have the seed of the wallet, you will never lose money, even if you forget the address(es), because change addresses are also the part of the wallet and they will remain inside it, no matter what.
OP, I'd recommend Electrum, it is much safer than any web wallet(s) and provides the features you're looking for.