it's true that electrum depends on a server for the blockchain, but does that mean that it's less secure? Your wallet is still local, so I'm not seeing anyway that your private keys are at anymore risk. But I may be missing something, I'm open to that possibility.
It means you have to trust the server to correctly process your transactions. If you run a full node, you don't need to trust anybody.
It just depends upon your level of paranoia