Some coins have benefits for keeping them in wallets - such as interest, producing other coins etc - in long term. Could you post these, which you know ? So we can accumulate a list here ?
As a general rule, all of your coins should be kept off of an exchange since you aren't holding your private keys on an exchange, especially if you are holding mid-long term.
One personal exception I have to this is coinbase/gdax. I know many people will still disagree with this since you aren't holding your private keys, but the FDIC insurance up to 250,000 USD is enough comfort to allow me to sleep comfortably with some of my holdings on that exchange.
If you are new to the space, do a quick google search for Mt Gox. It was the kingpin exchange back in the day that lost many people a huge amount of money.