As for the wallet, then you have
Omniwallet. You'll be required to make an account, but it's a very quick process and everything is created locally (the project is open source).
Or you can also use Electrum to receive your Tether (to your bitcoin addresses), and then whenever you want to spend your funds, export the private keys and import them to the website above.
Using Omniwallet may not be necessary (or even possible), depending on which exchange is used. Some exchanges only offer Ethereum-based USDT support. As an example, this is what you'll see if you input a Bitcoin address for USDT on Flyp.me:
In those cases, you'll need an Ethereum wallet like MyEtherWallet (MEW) to receive and spend the USDT.