I keep Bitcoins in my own computer. I think because the safest. I keep it online but sometimes I find that quite unsafe because I sometimes hear from people that they have been hacked... So that's why I do it on my own PC. 
Its unsafe to save them online but its the easiest way, and the most people choose the easiest way.
I think a paper wallet is the safest option but the problem is that a lot of work.