All mentioned wallets are web wallets .. which is the worst choice from the security point of view.
Best (most secure) are hardware wallets (ledger, trezor, keepkey) ... but you need to purchase it and wait for delivery.
I consider Electrum as safe and user friendly ( few weeks ago a security flaw was discovered, but promptly fixed so I still trust in this wallet) ... it's SPV wallet so you don't need to download blockchain. .. can recommend this one.
Also have good experience with mycelium.
Take a look at this overview:
https://bitcoin.org/en/choose-your-wallet (find twhich one suits your device)
Your list I would evaluate like this:
1 - coinbase
2 - xapo
3 - blockchain
Important note: Don't forget to make proper backup (and store it safe) before you send the coins to your new wallet.