Re: Where to store bitcoins safely?

I think the best way to store them is with web wallets that have SMS protection.

Definitively not.
They way you log into a website, doesn't change, that if they get hacked or go rough, your Bitcoin are gone.
If you want to use a webwallet use something like https://greenaddress.it. It is multisig, so someone would need to hack both the website and your device to steal your funds.

Do they have the option to send SMS with codes before login?

They do. But they implemented 2FA poorly on android for me and I lost 0.04BTC. They didn't reply me either.

They just need to key log your computer if you don't have 2FA, they can easily use your mnemorics to transfer the money. I would have preferred it more if it's 2 of 3 as there is a faster way of recovering Bitcoins if they close down one day. Currently, the nlocktime requires a certain period of time.