I use my ledger for ETH... I don't know if this is an option for you, but since it only costs like hundred bucks, i personally think it's well worth not having to use a web wallet.
Thanks for the tip, I couldn't find any price for the software at ledger.com, assuming you mean the hardware wallet they recommend with it?
That's correct, i was talking about the hardware wallet. I own a ledger nano S for my altcoins and a trezor for my BTC. Since your private keys never leave your hardware wallet, it should be perfectly safe to use.
Ledger has it's own wallet GUI (at least, they used to have their own wallet, i still have it installed on my home pc), but you can also use it with myetherwallet. If you use it together with myetherwallet, it doesn't really matter if they use cloudflare since your private keys never leave your physical wallet anyways (the only thing that can happen is that cloudflare can link you as a person to an ETH address)