Is it depending on your country's currency?
No. Since you will just saved bitcoin then disregard that concern.
Follow mocacinno's advice above since you are talking about savings, meaning you will not used your coins regularly or will let it sleep for long time.
But at some cases that you will used coins regularly for
e.g. withdrawals, trading, spending, purchasing something, then you can consider storing a not that high amount at web exchanges or on your local exchanger. It's not recommended but it doesn't mean you can't trust them. Just used their services.