Well, for the time being, bank. It is far more secure IMO, as there are lots of problems with Bitcoin lately. If you hold an online wallet, all may disappear. If you hold them in your computer, it is not as hard that it is broken losing your bitcoins, etc. It all depends on you, not on a third party.
Yeah but if you use online wallet to store money you're an idiot and diserve to get stollen ^^
No mate, that's not that easy to steal money from online wallet, online wallet is very safe in terms of security, you can loose your money only if your wallet gets damaged or you forget the password of your wallet.