There are 2 best wallets for me. NEON Wallet and NEO Tracker. Both of these wallets are safe for storing NEO (They don't keep private keys). In addition, both allow you to receive free Gas.
If you plan to store NEO coins for a long period of time, you can try a paper wallet for NEO. This is a regular sheet of paper with a public and private address printed on it.
Create this wallet
https://snowypowers.github.io/ansy/This is one of the safest options for long-term storage of coins. Due to the fact that private keys are stored offline,
there is no way to steal your money. You can store and receive NEO and Gas with a paper wallet, but sending money from it is a very complicated matter.
Also remember: you will not earn free Gas if using paper wallet.