I think Trezor (
bitcointrezor.com) is the best wallet out there, it's BIP32 compatible so you can recover your coins to other wallets when it gets lost or stolen + you private keys never touch internet or anything that might be compromised by malware or other viruses. And unlike other cold wallets you can also spend your coins from Trezor, gotta say I love mine.
Most of then can't buy it because of the price. Ledger is the only direct-competitor to Trezor.
And, if the wallet is connected to internet, it isn't a "cold storage".
If you are going for a hardware wallet, I recommend Ledger. An overview of hardware wallets can be seen
here.