yeah, but i just choose online wallet that they give us the private key, so if someday the site are hacked or down we can still acces our money from another wallet because we have the private key, but i'm prefer to used desktop wallet than online web based wallet for security reason
1) If you are using the online wallets as a middle wallet for transferring to exchanges and back, it is ok not to concern about the security of coins which will stay there for days.
2) If you have the intention to hold the coins for a long time or you don't want to touch till the bull run then it is time to check the hardware wallet sites. I definitely recommend trying the Trezor(Black and bigger screen) and Keepkey. Both hardware wallets are the safest considering the cryptocurrency security standard norms.