I personally prefer Bitcoin-Qt, the original wallet, as it's self-contained and you remain in full control of your bitcoins. With web wallets like Coinbase, a third party (the web wallet) controls your private keys, which is potentially less secure.
If you're looking for a web wallet, Blockchain.info is indeed the most popular, but if you have the disk space I highly recommend Bitcoin-Qt. You may also want to take a look at
Bitcoin.org's "Choose your Wallet" page, which has a considerable amount of useful information on the various advantages and disadvantages of the most popular wallets.