Electrum, Multibit HD other small SPV wallets are great, but won't offer you accessibility from every possible device as easily as online wallets.
Jaxx.io is a wallet worth looking at. It supports quite a few platforms and imo works as promised.
Anybody else have an opinion on thism
When using blockchain.info or any other web wallets you're trusting them to keep your coins for you. It doesn't matter if they say they don't share unencrypted private keys to their server because that can change anytime they wish to change it. You're also relying on them to keep their website accessible to you whenever you need to use your coins and fix some problems that can be fixed by yourself if you fully control the wallet.
You can't view the private keys of or sign a message with a non-imported addresses with blockchain.info (I'm not sure if that's changed) and it doesn't use any less fee than any other wallet. Fees can be set manually if you wish to, btw.
In short, yes, wallets like electrum which is pretty much the opposite of what I said above (except the fees part) are more secure.
Edit:
To me it just seems that these are more complicated and with more fees and unnecessary stuff..
They're not that complicated. I've used a lot of wallets including blockchain.info and they're pretty much the same only with added or removed features.
If you think any of the features are unnecessary then simply don't use them, that shouldn't stop you if you want a more secure wallet.
You can't really say every web wallet is the same. Even though BitGo has faced some problems it's still a web wallet that offers something different compared to most web wallets. They offer a certain kind of control which most web wallets don't.