1. Is there anything better then Bitcoin Wallet. I am more worried about security of my coins rather then ease of use and access.
I send it straight to btc-e.com
Why would you send it to someone else to hold rather then yourself?
btc-e is a bitcoin exchange, you can trade ur bitcoins for USD and other major currencies, as well as some alternate crypto currencies like litecoin.
People often transfer directly to the exchange as sometimes, transactions can incur a transfer fee. This is due to the bitcoin network. As an incentive to miners, transactions over a certain size limit are fee chargeable.
Thus,
1) Pool---->Btc-e (often pool withdrawals are not charged, as the pool is also a miner, they can include the transaction in their own blocks to prevent this charge)
2) Pool----->wallet ( no charge yet)
Wallet----->
(exchange, friend, trader etc) may incur a charge.